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12.00% ZKB Barrier Reverse Convertible, 20.02.2026 on worst of KHC UW/MDLZ UW/GIS UN
The Kraft Heinz Company/Mondelez International Inc/General Mills Inc

ISIN: CH1358044936 Security: 135804493 Symbol: Z09VDZ Life cycle
Secondary market

Bid Price 99.96%

Ask Price 100.56%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 27.08.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
The Kraft Heinz Co A35.66534.49USD34.49
(100.00%)
3.38%21.729
(63.00%)
39.13%28.9939
Mondelez Int Inc -A-71.2571.20USD71.20
(100.00%)
0.48%44.856
(63.00%)
37.30%14.0449
General Mills A70.958570.40USD70.40
(100.00%)
0.58%44.352
(63.00%)
37.36%14.2045

Reference data

ISIN CH1358044936
Security 135804493
Symbol Z09VDZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.3.97%
Premium portion p.a.4.03%
Coupon date20.02.2025
Day count convention30/360 (German), modified following
Accrued coupon0.22%

Life cycle

Issue price100.00%
Initial fixing date14.08.2024
Payment day20.08.2024
First trading day20.08.2024
Last trading day17.02.2026
Final fixing day17.02.2026
Redemption date20.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term538
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 0.48%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.97%
Cash value of fixed income investment upon issue94.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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