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8.30% p.a. ZKB Callable Barrier Reverse Convertible, 26.06.2026 on worst of NOVN SE/ROG SE/NESN SE
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1329141332 Security: 132914133 Symbol: Z09NRZ Life cycle
Secondary market

Bid Price 99.21%

Ask Price 99.91%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 07.08.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N89.2894.90CHF94.90
(100.00%)
-6.41%66.430
(70.00%)
25.51%10.5374
Novartis N96.7494.33CHF94.33
(100.00%)
2.45%66.031
(70.00%)
31.72%10.6011
Roche GS274.2250.00CHF250.00
(100.00%)
8.59%175.000
(70.00%)
36.01%4.00

Reference data

ISIN CH1329141332
Security 132914133
Symbol Z09NRZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'166.00

Coupon

Coupon (Coupon p.a.)16.60% (8.30% )
Coupon paymentguaranteed
Interest portion p.a.1.03%
Premium portion p.a.7.27%
Coupon date26.09.2024
Day count convention30/360 (German), modified following
Accrued coupon1.06%

Life cycle

Issue price100.00%
Initial fixing date20.06.2024
Payment day26.06.2024
First trading day26.06.2024
Last trading day22.06.2026
Final fixing day22.06.2026
Redemption date26.06.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term683
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 -6.03%

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 Return1.03%
Cash value of fixed income investment upon issue97.97%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.06.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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