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10.00% p.a. ZKB Callable Barrier Reverse Convertible, 29.07.2025 on worst of CFR SE/NOVN SE/LONN SE/UBSG SE/NESN SE
Nestlé AG/Novartis AG/UBS Group AG/Compagnie Financière Richemont SA/Lonza Group AG

ISIN: CH1358039423 Security: 135803942 Symbol: Z09RTZ Life cycle
Secondary market

Bid Price 97.86%

Ask Price 98.56%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 29.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N88.0294.50CHF94.50
(100.00%)
-7.36%53.865
(57.00%)
38.80%10.5820
Novartis N98.0796.33CHF96.33
(100.00%)
1.77%54.908
(57.00%)
44.01%10.3810
UBS Group AG26.727.32CHF27.32
(100.00%)
-2.32%15.572
(57.00%)
41.68%36.6032
Cie Fin Richemont N133.4134.45CHF134.45
(100.00%)
-0.79%76.637
(57.00%)
42.55%7.4377
Lonza Grp N575.2513.20CHF513.20
(100.00%)
10.78%292.524
(57.00%)
49.14%1.9486

Reference data

ISIN CH1358039423
Security 135803942
Symbol Z09RTZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.0.96%
Premium portion p.a.9.04%
Coupon date29.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.06%

Life cycle

Issue price100.00%
Initial fixing date22.07.2024
Payment day29.07.2024
First trading day29.07.2024
Last trading day22.07.2025
Final fixing day22.07.2025
Redemption date29.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term357
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 -6.86%

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 Return0.96%
Cash value of fixed income investment upon issue99.05%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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