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9.00% p.a. ZKB Callable Barrier Reverse Convertible, 10.12.2025 on worst of SCMN SE/GEBN SE/LOGN SE/SLHN SE
Geberit AG/Swisscom AG/Logitech International SA/Swiss Life Holding AG

ISIN: CH1329136266 Security: 132913626 Symbol: Z09LGZ Life cycle
Secondary market

Bid Price 98.17%

Ask Price 98.87%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 20.06.2024 01:35:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit N543.8552.20CHF552.20
(100.00%)
-1.58%331.320
(60.00%)
39.05%1.8109
Swisscom N498.6500.00CHF500.00
(100.00%)
-0.12%300.000
(60.00%)
39.93%2.00
Logitech Intl N87.4487.38CHF87.38
(100.00%)
0.18%52.428
(60.00%)
40.11%11.4443
Swiss Life N651.8625.60CHF625.60
(100.00%)
3.96%375.360
(60.00%)
42.38%1.5985

Reference data

ISIN CH1329136266
Security 132913626
Symbol Z09LGZ
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.1.26%
Premium portion p.a.7.74%
Coupon date10.09.2024
Day count convention30/360 (German), modified following
Accrued coupon0.38%

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 term530
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 -1.56%

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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