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

ISIN: CH1329133115 Security: 132913311 Symbol: Z09JHZ Life cycle
Secondary market

Bid Price 99.20%

Ask Price 99.70%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 21.06.2024 05:14:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.793.30CHF93.30
(100.00%)
0.60%60.645
(65.00%)
35.39%10.7181
Novartis N93.9992.77CHF92.77
(100.00%)
1.34%60.301
(65.00%)
35.87%10.7793
Roche GS252.8232.10CHF232.10
(100.00%)
8.30%150.865
(65.00%)
40.39%4.3085
UBS Group AG27.0327.94CHF27.94
(100.00%)
-3.21%18.161
(65.00%)
32.91%35.7910

Reference data

ISIN CH1329133115
Security 132913311
Symbol Z09JHZ
Currency CHF
Currency hedging No
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.1.24%
Premium portion p.a.8.76%
Coupon date28.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.78%

Life cycle

Issue price100.00%
Initial fixing date23.05.2024
Payment day28.05.2024
First trading day28.05.2024
Last trading day24.11.2025
Final fixing day24.11.2025
Redemption date28.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term518
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 -3.11%

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 Return1.24%
Cash value of fixed income investment upon issue98.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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