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5.25% p.a. ZKB Callable Barrier Reverse Convertible, 09.02.2026 on worst of ROG SE/NESN SE/NOVN SE
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1358041320 Security: 135804132 Symbol: Z09TGZ Life cycle
Secondary market

Bid Price 98.19%

Ask Price 98.89%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 09.08.2024 10:26:03

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N89.789.40CHF89.40
(100.00%)
0.33%58.110
(65.00%)
35.22%11.1857
Novartis N96.1896.61CHF96.61
(100.00%)
-0.35%62.797
(65.00%)
34.77%10.3509
Roche GS275.6281.10CHF281.10
(100.00%)
-1.92%182.715
(65.00%)
33.75%3.5575

Reference data

ISIN CH1358041320
Security 135804132
Symbol Z09TGZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'078.75

Coupon

Coupon (Coupon p.a.)7.88% (5.25% )
Coupon paymentguaranteed
Interest portion p.a.0.68%
Premium portion p.a.4.57%
Coupon date11.11.2024
Day count convention30/360 (German), modified following
Accrued coupon0.07%

Life cycle

Issue price100.00%
Initial fixing date02.08.2024
Payment day09.08.2024
First trading day09.08.2024
Last trading day02.02.2026
Final fixing day02.02.2026
Redemption date09.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term541
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 -1.89%

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 Return0.68%
Cash value of fixed income investment upon issue98.98%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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