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5.50% p.a. ZKB Callable Barrier Reverse Convertible, 21.08.2026 on worst of NOVN SE/ROG SE/NESN SE
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1358046642 Security: 135804664 Symbol: Z09VYZ Life cycle
in subscription, indicative

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N89.1687.8736CHF87.87
(100.00%)
n.a.52.724
(60.00%)
n.a.11.3800
Novartis N96.8194.4271CHF94.43
(100.00%)
n.a.56.656
(60.00%)
n.a.10.5902
Roche GS274.1269.3773CHF269.38
(100.00%)
n.a.161.626
(60.00%)
n.a.3.7123

Reference data

ISIN CH1358046642
Security 135804664
Symbol Z09VYZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'110.00

Coupon

Coupon (Coupon p.a.)11.00% (5.50% )
Coupon paymentguaranteed
Interest portion p.a.0.71%
Premium portion p.a.4.79%
Coupon date21.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.08.2024
Payment day21.08.2024
First trading day21.08.2024
Last trading day14.08.2026
Final fixing day14.08.2026
Redemption date21.08.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term736
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.71%
Cash value of fixed income investment upon issue98.59%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.08.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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