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12.75% p.a. ZKB Callable Barrier Reverse Convertible, 12.11.2025 on worst of INGA NA/GLE FP/DBK GY
Deutsche Bank AG/Société Générale SA/ING Group NV

ISIN: CH1358044886 Security: 135804488 Symbol: Z09V9Z Life cycle
gray-market

Bid Price 100.65%

Ask Price 101.35%

Currency EUR

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 07.08.2024 03:23:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Deutsche Bank N13.14812.602EUR12.60
(100.00%)
3.67%6.175
(49.00%)
52.80%79.3525
Societe Generale A20.71519.525EUR19.53
(100.00%)
5.31%9.567
(49.00%)
53.60%51.2164
ING Groep15.23614.674EUR14.67
(100.00%)
3.18%7.190
(49.00%)
52.56%68.1477

Reference data

ISIN CH1358044886
Security 135804488
Symbol Z09V9Z
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'159.38

Coupon

Coupon (Coupon p.a.)15.94% (12.75% )
Coupon paymentguaranteed
Interest portion p.a.2.70%
Premium portion p.a.10.05%
Coupon date12.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.08.2024
Payment day12.08.2024
First trading day12.08.2024
Last trading day05.11.2025
Final fixing day05.11.2025
Redemption date12.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term454
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 3.28%

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 Return2.70%
Cash value of fixed income investment upon issue96.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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