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ZKB Callable Barrier Reverse Convertible on worst of
Unicredit SpA/Banco Santander SA/ING Group NV/Société Générale SA

ISIN: CH1329128677 Security: 132912867 Symbol: Z09H9Z Life cycle
Secondary market

Bid Price 97.03%

Ask Price 97.73%

Currency EUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 18.06.2024 01:29:55

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
UNICREDIT33.9535835.07EUR35.07
(100.00%)
-3.29%17.184
(49.00%)
49.39%28.5144
Banco Santander N4.414.7505EUR4.75
(100.00%)
-6.45%2.328
(49.00%)
47.84%210.5042
ING Groep15.92814.83EUR14.83
(100.00%)
7.06%7.267
(49.00%)
54.46%67.4309
Societe Generale A22.41525.585EUR25.59
(100.00%)
-14.22%12.537
(49.00%)
44.03%39.0854

Reference data

ISIN CH1329128677
Security 132912867
Symbol Z09H9Z
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'110.00

Coupon

Coupon (Coupon p.a.)11.00% (11.00% )
Coupon paymentguaranteed
Interest portion p.a.3.49%
Premium portion p.a.7.51%
Coupon date07.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.34%

Life cycle

Issue price100.00%
Initial fixing date29.04.2024
Payment day07.05.2024
First trading day07.05.2024
Last trading day29.04.2025
Final fixing day29.04.2025
Redemption date07.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term314
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -12.45%

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 Return3.49%
Cash value of fixed income investment upon issue96.63%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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