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ZKB Barrier Reverse Convertible on worst of
Walmart Inc/Target Corp/The Kraft Heinz Company/Mondelez International Inc

ISIN: CH1329112903 Security: 132911290 Symbol: Z098WZ Life cycle
Secondary market

Bid Price 99.49%

Ask Price 99.99%

Currency USD

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Wal-Mart Stores A59.8360.86USD60.86
(100.00%)
-1.69%35.299
(58.00%)
41.02%16.4312
Target A157.51167.59USD167.59
(100.00%)
-5.21%97.202
(58.00%)
38.98%5.9669
The Kraft Heinz Co A35.8534.92USD34.92
(100.00%)
3.09%20.254
(58.00%)
43.79%28.6369
Mondelez Int Inc -A-71.3371.31USD71.31
(100.00%)
0.65%41.360
(58.00%)
42.38%14.0233

Reference data

ISIN CH1329112903
Security 132911290
Symbol Z098WZ
Currency USD
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.5.15%
Premium portion p.a.4.85%
Coupon date25.09.2024
Day count convention30/360 (German), modified following
Accrued coupon1.53%

Life cycle

Issue price100.00%
Initial fixing date18.03.2024
Payment day25.03.2024
First trading day25.03.2024
Last trading day18.03.2025
Final fixing day18.03.2025
Redemption date25.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term306
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 -4.95%

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 Return5.15%
Cash value of fixed income investment upon issue95.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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