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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG/Zurich Insurance Group AG

ISIN: CH1303998103 Security: 130399810 Symbol: Z092LZ Life cycle
Secondary market

Bid Price 98.37%

Ask Price 99.07%

Currency qEUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 23.05.2024 10:36:27

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.8296.80CHF96.80
(100.00%)
-3.20%58.080
(60.00%)
38.08%n.a.
Novartis N93.3587.68CHF87.68
(100.00%)
5.84%52.608
(60.00%)
43.51%n.a.
Roche GS233227.50CHF227.50
(100.00%)
2.49%136.500
(60.00%)
41.49%n.a.
Zurich Insurance N472.8432.30CHF432.30
(100.00%)
8.89%259.380
(60.00%)
45.34%n.a.

Reference data

ISIN CH1303998103
Security 130399810
Symbol Z092LZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'132.00

Coupon

Coupon (Coupon p.a.)13.20% (8.80% )
Coupon paymentguaranteed
Interest portion p.a.3.09%
Premium portion p.a.5.71%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.17%

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day19.02.2024
First trading day19.02.2024
Last trading day12.08.2025
Final fixing day12.08.2025
Redemption date19.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term446
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 -3.10%

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 Return3.09%
Cash value of fixed income investment upon issue95.53%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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