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10.00% p.a. ZKB Callable Barrier Reverse Convertible, 10.12.2025 on worst of UBSG SE/NESN SE/ROG SE/CFR SE/LONN SE
Nestlé AG/Roche Holding AG/UBS Group AG/Compagnie Financière Richemont SA/Lonza Group AG

ISIN: CH1329136209 Security: 132913620 Symbol: Z09LAZ Life cycle
Secondary market

Bid Price 98.72%

Ask Price 99.42%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 24.06.2024 03:34:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N94.8296.46CHF96.46
(100.00%)
-1.94%50.159
(52.00%)
46.99%10.3670
Roche GS254.1232.10CHF232.10
(100.00%)
8.66%120.692
(52.00%)
52.50%4.3085
UBS Group AG27.2728.46CHF28.46
(100.00%)
-4.29%14.799
(52.00%)
45.77%35.1370
Cie Fin Richemont N140.25143.65CHF143.65
(100.00%)
-2.53%74.698
(52.00%)
46.68%6.9614
Lonza Grp N480.8484.80CHF484.80
(100.00%)
-0.54%252.096
(52.00%)
47.72%2.0627

Reference data

ISIN CH1329136209
Security 132913620
Symbol Z09LAZ
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.1.26%
Premium portion p.a.8.74%
Coupon date10.09.2024
Day count convention30/360 (German), modified following
Accrued coupon0.47%

Life cycle

Issue price100.00%
Initial fixing date03.06.2024
Payment day10.06.2024
First trading day10.06.2024
Last trading day03.12.2025
Final fixing day03.12.2025
Redemption date10.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term526
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 -4.04%

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 Return1.26%
Cash value of fixed income investment upon issue98.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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