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ZKB Callable Barrier Reverse Convertible on worst of
NVIDIA Corp/Qualcomm Inc/Advanced Micro Devices Inc

ISIN: CH1329111350 Security: 132911135 Symbol: Z0982Z Life cycle
Secondary market

Bid Price 99.55%

Ask Price 100.55%

Currency USD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 23.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
NVIDIA A1037.99857.74USD857.74
(100.00%)
18.25%428.870
(50.00%)
59.12%1.1659
Qualcomm A201.76171.12USD171.12
(100.00%)
16.40%85.560
(50.00%)
58.20%5.8439
AMD A160.6198.39USD198.39
(100.00%)
-21.08%99.195
(50.00%)
39.46%5.0406

Reference data

ISIN CH1329111350
Security 132911135
Symbol Z0982Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'172.50

Coupon

Coupon (Coupon p.a.)17.25% (17.25% )
Coupon paymentguaranteed
Interest portion p.a.5.04%
Premium portion p.a.12.21%
Coupon date18.06.2024
Day count convention30/360 (German), modified following
Accrued coupon3.35%

Life cycle

Issue price100.00%
Initial fixing date11.03.2024
Payment day18.03.2024
First trading day18.03.2024
Last trading day11.03.2025
Final fixing day11.03.2025
Redemption date18.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term291
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 -17.41%

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 Return5.04%
Cash value of fixed income investment upon issue95.20%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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