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ZKB Barrier Reverse Convertible on worst of
adidas AG/Volkswagen AG/Vonovia SE

ISIN: CH1329107556 Security: 132910755 Symbol: Z096NZ Life cycle
Secondary market

Bid Price 107.31%

Ask Price 107.81%

Currency EUR

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
Adidas N228.1184.50EUR184.50
(100.00%)
19.40%95.940
(52.00%)
58.09%5.4201
Volkswagen VA119.75120.68EUR120.68
(100.00%)
-0.23%62.754
(52.00%)
47.88%8.2864
Vonovia N29.8426.18EUR26.18
(100.00%)
11.94%13.614
(52.00%)
54.21%38.1971

Reference data

ISIN CH1329107556
Security 132910755
Symbol Z096NZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.3.53%
Premium portion p.a.6.47%
Coupon date11.09.2024
Day count convention30/360 (German), modified following
Accrued coupon1.97%

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 term287
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 -0.23%

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 Return3.53%
Cash value of fixed income investment upon issue96.59%
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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