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ZKB Callable Barrier Reverse Convertible on worst of
Danone SA/TotalEnergies SE/AXA SA/Sanofi SA

ISIN: CH1329133446 Security: 132913344 Symbol: Z09KCZ Life cycle
Secondary market

Bid Price 96.26%

Ask Price 96.76%

Currency EUR

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
DANONE A58.5459.24EUR59.24
(100.00%)
-1.09%29.620
(50.00%)
49.45%16.8805
Total A61.7765.70EUR65.70
(100.00%)
-6.45%32.850
(50.00%)
46.78%15.2207
AXA A30.5633.38EUR33.38
(100.00%)
-9.08%16.690
(50.00%)
45.46%29.9581
Sanofi A87.6290.16EUR90.16
(100.00%)
-3.37%45.080
(50.00%)
48.31%11.0914

Reference data

ISIN CH1329133446
Security 132913344
Symbol Z09KCZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.3.37%
Premium portion p.a.4.63%
Coupon date28.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.62%

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 term520
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -8.33%

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 Return3.37%
Cash value of fixed income investment upon issue95.16%
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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