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33.50% p.a. ZKB Callable Barrier Reverse Convertible, 25.03.2025 on worst of SMCI UW/NVDA UW/TSLA UW
NVIDIA Corp/Super Micro Computer Inc/Tesla Inc

ISIN: CH1329114743 Security: 132911474 Symbol: Z099TZ Life cycle
Secondary market

Bid Price 100.56%

Ask Price 101.26%

Currency USD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 12.06.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
NVIDIA A125.510588.455USD88.46
(100.00%)
29.68%43.343
(49.00%)
65.54%56.5259
Super Micro Comp N778.61'000.68USD1'000.68
(100.00%)
-26.79%490.333
(49.00%)
37.87%4.9966
Tesla Motors A179.8173.80USD173.80
(100.00%)
2.70%85.162
(49.00%)
52.32%28.7687

Reference data

ISIN CH1329114743
Security 132911474
Symbol Z099TZ
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 6'675.00

Coupon

Coupon (Coupon p.a.)33.50% (33.50% )
Coupon paymentguaranteed
Interest portion p.a.5.15%
Premium portion p.a.28.35%
Coupon date25.06.2024
Day count convention30/360 (German), modified following
Accrued coupon7.63%

Life cycle

Issue price100.00%
Initial fixing date18.03.2024
Payment day25.03.2024
First trading day25.03.2024
Last trading day18.03.2025
Final fixing day18.03.2025
Redemption date25.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term278
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 5'000.00
Performance of underlying since issue -21.13%

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 Return5.15%
Cash value of fixed income investment upon issue95.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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