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ZKB Callable Barrier Reverse Convertible on worst of
Julius Baer Gruppe AG/Compagnie Financière Richemont SA/Logitech International SA/Alcon AG/UBS Group AG

ISIN: CH1329114628 Security: 132911462 Symbol: Z099NZ Life cycle
Secondary market

Bid Price 100.86%

Ask Price 101.56%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 31.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N54.0851.72CHF51.72
(100.00%)
4.36%25.860
(50.00%)
52.18%19.3349
Cie Fin Richemont N144.05137.85CHF137.85
(100.00%)
4.30%68.925
(50.00%)
52.15%7.2543
Logitech Intl N89.480.24CHF80.24
(100.00%)
10.25%40.120
(50.00%)
55.12%12.4626
Alcon N80.3475.68CHF75.68
(100.00%)
5.80%37.840
(50.00%)
52.90%13.2135
UBS Group AG28.4928.04CHF28.04
(100.00%)
1.58%14.020
(50.00%)
50.79%35.6633

Reference data

ISIN CH1329114628
Security 132911462
Symbol Z099NZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.20%
Premium portion p.a.8.80%
Coupon date28.06.2024
Day count convention30/360 (German), modified following
Accrued coupon1.86%

Life cycle

Issue price100.00%
Initial fixing date21.03.2024
Payment day28.03.2024
First trading day28.03.2024
Last trading day21.03.2025
Final fixing day21.03.2025
Redemption date28.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term292
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 1.60%

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 Return1.20%
Cash value of fixed income investment upon issue98.81%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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