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ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG/UBS Group AG/Compagnie Financière Richemont SA

ISIN: CH1329128354 Security: 132912835 Symbol: Z09GNZ Life cycle
Secondary market

Bid Price 100.43%

Ask Price 101.13%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 13.06.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N95.191.82CHF91.82
(100.00%)
3.18%45.910
(50.00%)
51.59%10.8909
Novartis N94.2688.87CHF88.87
(100.00%)
5.71%44.435
(50.00%)
52.85%11.2524
Roche GS245.8214.10CHF214.10
(100.00%)
12.93%107.050
(50.00%)
56.47%4.6707
UBS Group AG27.2124.29CHF24.29
(100.00%)
10.73%12.145
(50.00%)
55.37%41.1692
Cie Fin Richemont N146.05128.15CHF128.15
(100.00%)
12.26%64.075
(50.00%)
56.13%7.8034

Reference data

ISIN CH1329128354
Security 132912835
Symbol Z09GNZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'135.00

Coupon

Coupon (Coupon p.a.)13.50% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.1.18%
Premium portion p.a.7.82%
Coupon date12.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.95%

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 typephysical delivery or cash settlement
Early redemptionNo
Residual term507
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 3.29%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.18%
Cash value of fixed income investment upon issue98.25%
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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