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10.00% p.a. ZKB Callable Barrier Reverse Convertible, 24.12.2025 on worst of NESN SE/CFR SE/UBSG SE/NOVN SE/ROG SE
Nestlé AG/Novartis AG/Roche Holding AG/UBS Group AG/Compagnie Financière Richemont SA

ISIN: CH1329141373 Security: 132914137 Symbol: Z09NVZ Life cycle
Secondary market

Bid Price 99.21%

Ask Price 99.91%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 09.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N92.7894.90CHF94.90
(100.00%)
-2.53%52.195
(55.00%)
43.61%10.5374
Novartis N97.2594.33CHF94.33
(100.00%)
2.84%51.882
(55.00%)
46.56%10.6011
Roche GS245.6250.00CHF250.00
(100.00%)
-2.21%137.500
(55.00%)
43.79%4.00
UBS Group AG27.2527.92CHF27.92
(100.00%)
-2.99%15.356
(55.00%)
43.36%35.8166
Cie Fin Richemont N137.9139.65CHF139.65
(100.00%)
-1.12%76.808
(55.00%)
44.38%7.1608

Reference data

ISIN CH1329141373
Security 132914137
Symbol Z09NVZ
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.1.05%
Premium portion p.a.8.95%
Coupon date24.09.2024
Day count convention30/360 (German), modified following
Accrued coupon0.50%

Life cycle

Issue price100.00%
Initial fixing date20.06.2024
Payment day24.06.2024
First trading day24.06.2024
Last trading day22.12.2025
Final fixing day22.12.2025
Redemption date24.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term529
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 -2.90%

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 Return1.05%
Cash value of fixed income investment upon issue98.45%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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