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ZKB Callable Barrier Reverse Convertible on worst of
Swiss Market Index SMI/EURO STOXX 50/S&P 500®

ISIN: CH1303991959 Security: 130399195 Symbol: Z090HZ Life cycle
Secondary market

Bid Price 99.27%

Ask Price 99.97%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 24.06.2024 01:22:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index12103.6811'213.91CHF11'213.91
(100.00%)
7.32%6'728.346
(60.00%)
44.39%n.a.
EURO STOXX 50® Index4949.184'638.60EUR4'638.60
(100.00%)
6.27%2'783.160
(60.00%)
43.76%n.a.
S&P 500® Indexn.a.4'906.19USD4'906.19
(100.00%)
10.22%2'943.714
(60.00%)
46.13%n.a.

Reference data

ISIN CH1303991959
Security 130399195
Symbol Z090HZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'064.50

Coupon

Coupon (Coupon p.a.)6.45% (4.30% )
Coupon paymentguaranteed
Interest portion p.a.1.18%
Premium portion p.a.3.12%
Coupon date08.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.57%

Life cycle

Issue price100.00%
Initial fixing date01.02.2024
Payment day08.02.2024
First trading day08.02.2024
Last trading day04.08.2025
Final fixing day04.08.2025
Redemption date08.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term405
Issue amount650'000.00

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 6.68%

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 marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.18%
Cash value of fixed income investment upon issue98.26%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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