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8.50% p.a. ZKB Callable Barrier Reverse Convertible, 17.06.2025 on worst of SIKA SE/SREN SE/ALC SE
Sika AG/Swiss Re AG/Alcon AG

ISIN: CH1329138973 Security: 132913897 Symbol: Z09MSZ Life cycle
Secondary market

Bid Price 98.10%

Ask Price 98.80%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.07.2024 09:13:32

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sika N264270.20CHF270.20
(100.00%)
-3.49%175.630
(65.00%)
32.73%3.7010
Swiss Re N105.5112.25CHF112.25
(100.00%)
-5.80%72.963
(65.00%)
31.23%8.9087
Alcon N80.581.78CHF81.78
(100.00%)
-2.28%53.157
(65.00%)
33.52%12.2279

Reference data

ISIN CH1329138973
Security 132913897
Symbol Z09MSZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'085.00

Coupon

Coupon (Coupon p.a.)8.50% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.1.28%
Premium portion p.a.7.22%
Coupon date17.09.2024
Day count convention30/360 (German), modified following
Accrued coupon0.87%

Life cycle

Issue price100.00%
Initial fixing date10.06.2024
Payment day17.06.2024
First trading day17.06.2024
Last trading day10.06.2025
Final fixing day10.06.2025
Redemption date17.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term322
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 -5.48%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.28%
Cash value of fixed income investment upon issue98.74%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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