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10.30% ZKB Barrier Reverse Convertible, 21.08.2025 on worst of BAYN GY/SAN FP/PHIA NA
Bayer AG/Sanofi SA/Royal Philips NV

ISIN: CH1358046907 Security: 135804690 Symbol: Z09WCZ Life cycle
Secondary market

Bid Price 89.06%

Ask Price 89.66%

Currency EUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 22.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bayer N19.80225.835EUR25.84
(100.00%)
-30.30%15.243
(59.00%)
23.13%38.7072
Sanofi A93.1797.59EUR97.59
(100.00%)
-4.96%57.578
(59.00%)
38.07%10.2470
Philips A25.2225.98EUR25.98
(100.00%)
-2.44%15.328
(59.00%)
39.56%38.4911

Reference data

ISIN CH1358046907
Security 135804690
Symbol Z09WCZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'103.00

Coupon

Coupon (Coupon p.a.)10.30% (10.30% )
Coupon paymentguaranteed
Interest portion p.a.2.89%
Premium portion p.a.7.41%
Coupon date21.02.2025
Day count convention30/360 (German), modified following
Accrued coupon2.75%

Life cycle

Issue price100.00%
Initial fixing date14.08.2024
Payment day21.08.2024
First trading day21.08.2024
Last trading day14.08.2025
Final fixing day14.08.2025
Redemption date21.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term262
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -23.25%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.89%
Cash value of fixed income investment upon issue97.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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