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

ISIN: CH1329112960 Security: 132911296 Symbol: Z0991Z Life cycle
Secondary market

Bid Price 98.30%

Ask Price 98.50%

Currency qCHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 150'000.00

Date/time (delayed) 30.07.2024 09:43:50

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index12278.3511'623.63CHF11'623.63
(100.00%)
5.32%6'974.178
(60.00%)
43.19%n.a.
EURO STOXX 50® Index4847.454'982.76EUR4'982.76
(100.00%)
-2.72%2'989.656
(60.00%)
38.37%n.a.
S&P 500® Indexn.a.5'149.42USD5'149.42
(100.00%)
5.72%3'089.652
(60.00%)
43.43%n.a.

Reference data

ISIN CH1329112960
Security 132911296
Symbol Z0991Z
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'060.00

Coupon

Coupon (Coupon p.a.)6.00% (4.00% )
Coupon paymentguaranteed
Interest portion p.a.1.29%
Premium portion p.a.2.71%
Coupon date26.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.07%

Life cycle

Issue price100.00%
Initial fixing date18.03.2024
Payment day25.03.2024
First trading day25.03.2024
Last trading day18.09.2025
Final fixing day18.09.2025
Redemption date25.09.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term414
Issue amount600'000.00

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 -2.65%

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 Return1.29%
Cash value of fixed income investment upon issue98.09%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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