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ZKB Callable Barrier Reverse Convertible on worst of
Holcim Ltd/Schindler Holding AG/Geberit AG

ISIN: CH1329128552 Security: 132912855 Symbol: Z09H2Z Life cycle
Secondary market

Bid Price 100.00%

Ask Price 100.70%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 18.06.2024 03:09:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Holcim N80.8477.62CHF77.62
(100.00%)
4.01%55.110
(71.00%)
31.84%12.8833
Schindler Hldg PS233.6228.80CHF228.80
(100.00%)
2.14%162.448
(71.00%)
30.52%4.3706
Geberit N542.6491.80CHF491.80
(100.00%)
9.46%349.178
(71.00%)
35.72%2.0333

Reference data

ISIN CH1329128552
Security 132912855
Symbol Z09H2Z
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.1.22%
Premium portion p.a.8.78%
Coupon date08.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.19%

Life cycle

Issue price100.00%
Initial fixing date02.05.2024
Payment day08.05.2024
First trading day08.05.2024
Last trading day02.05.2025
Final fixing day02.05.2025
Redemption date08.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term317
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 2.19%

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 Return1.22%
Cash value of fixed income investment upon issue98.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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