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ZKB Barrier Reverse Convertible on worst of
Flughafen Zuerich AG/Avolta AG

ISIN: CH1329107457 Security: 132910745 Symbol: Z096IZ Life cycle
Secondary market

Bid Price 103.89%

Ask Price 104.39%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Flughafen Zürich N192.1187.7021CHF187.70
(100.00%)
2.29%129.514
(69.00%)
32.58%5.3276
Avolta N37.534.64CHF34.64
(100.00%)
7.63%23.902
(69.00%)
36.26%28.8684

Reference data

ISIN CH1329107457
Security 132910745
Symbol Z096IZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'076.00

Coupon

Coupon (Coupon p.a.)7.60% (7.60% )
Coupon paymentguaranteed
Interest portion p.a.1.28%
Premium portion p.a.6.32%
Coupon date11.03.2025
Day count convention30/360 (German), modified following
Accrued coupon1.50%

Life cycle

Issue price100.00%
Initial fixing date04.03.2024
Payment day11.03.2024
First trading day11.03.2024
Last trading day04.03.2025
Final fixing day04.03.2025
Redemption date11.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term289
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 2.34%

Product type

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

Legal parties

Issuer Zürcher 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 Return1.28%
Cash value of fixed income investment upon issue98.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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