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8.75% p.a. ZKB Callable Barrier Reverse Convertible, 22.01.2026 on worst of ROG SE/LONN SE/NESN SE
Nestlé AG/Roche Holding AG/Lonza Group AG

ISIN: CH1358039852 Security: 135803985 Symbol: Z09SWZ Life cycle
gray-market

Bid Price 99.73%

Ask Price 100.43%

Currency qEUR

Exchange ZKB

Volume 500'000.00

Volume 500'000.00

Date/time (realtime) 17.07.2024 01:33:41

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N92.0893.14CHF93.14
(100.00%)
n.a.51.227
(55.00%)
n.a.n.a.
Roche GS274.1258.70CHF258.70
(100.00%)
n.a.142.285
(55.00%)
n.a.n.a.
Lonza Grp N512516.20CHF516.20
(100.00%)
n.a.283.910
(55.00%)
n.a.n.a.

Reference data

ISIN CH1358039852
Security 135803985
Symbol Z09SWZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'131.25

Coupon

Coupon (Coupon p.a.)13.13% (8.75% )
Coupon paymentguaranteed
Interest portion p.a.3.06%
Premium portion p.a.5.69%
Coupon date22.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.07.2024
Payment day22.07.2024
First trading day22.07.2024
Last trading day15.01.2026
Final fixing day15.01.2026
Redemption date22.01.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term546
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.06%
Cash value of fixed income investment upon issue95.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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