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ZKB Callable Barrier Reverse Convertible on worst of
Allreal Holding AG/Swiss Prime Site AG/PSP Swiss Property AG

ISIN: CH1303996024 Security: 130399602 Symbol: Z0924Z Life cycle
Secondary market

Bid Price 99.93%

Ask Price 100.63%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 05.07.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Allreal Hldg N156151.60CHF151.60
(100.00%)
2.70%106.120
(70.00%)
31.89%6.5963
Swiss Prime Site N86.586.55CHF86.55
(100.00%)
-0.23%60.585
(70.00%)
29.84%11.5540
PSP Swiss Property N117.2113.60CHF113.60
(100.00%)
3.07%79.520
(70.00%)
32.15%8.8028

Reference data

ISIN CH1303996024
Security 130399602
Symbol Z0924Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'085.50

Coupon

Coupon (Coupon p.a.)8.55% (5.70% )
Coupon paymentguaranteed
Interest portion p.a.1.29%
Premium portion p.a.4.41%
Coupon date15.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.86%

Life cycle

Issue price100.00%
Initial fixing date08.02.2024
Payment day15.02.2024
First trading day15.02.2024
Last trading day08.08.2025
Final fixing day08.08.2025
Redemption date15.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term395
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 -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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.29%
Cash value of fixed income investment upon issue98.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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