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ZKB Callable Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Swiss Life Holding AG/Assicurazioni Generali S.p.A./Allianz SE/AXA SA

ISIN: CH1329128404 Security: 132912840 Symbol: Z09GSZ Life cycle
Secondary market

Bid Price 100.00%

Ask Price 100.70%

Currency qCHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 28.05.2024 05:14:25

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N468.7440.70CHF440.70
(100.00%)
5.97%268.827
(61.00%)
42.64%n.a.
Swiss Life N631614.00CHF614.00
(100.00%)
2.69%374.540
(61.00%)
40.64%n.a.
Assicuraz.Gen.A23.52523.20EUR23.20
(100.00%)
1.38%14.152
(61.00%)
39.84%n.a.
Allianz N265.9267.40EUR267.40
(100.00%)
-0.56%163.114
(61.00%)
38.66%n.a.
AXA A33.3731.87EUR31.87
(100.00%)
4.50%19.441
(61.00%)
41.74%n.a.

Reference data

ISIN CH1329128404
Security 132912840
Symbol Z09GSZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.00

Coupon

Coupon (Coupon p.a.)15.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.18%
Premium portion p.a.8.82%
Coupon date12.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.56%

Life cycle

Issue price100.00%
Initial fixing date02.05.2024
Payment day10.05.2024
First trading day10.05.2024
Last trading day03.11.2025
Final fixing day03.11.2025
Redemption date10.11.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term523
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -0.56%

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 Return1.18%
Cash value of fixed income investment upon issue98.26%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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