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9.00% p.a. ZKB Callable Barrier Reverse Convertible, 23.02.2026 on worst of SDZ SE/LONN SE/ALC SE
Sandoz Group AG/Lonza Group AG/Alcon AG

ISIN: CH1358047285 Security: 135804728 Symbol: Z09WOZ Life cycle
Secondary market

Bid Price 98.89%

Ask Price 99.59%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 23.08.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sandoz Group AG37.5437.53CHF37.53
(100.00%)
-0.03%22.143
(59.00%)
40.98%26.6454
Lonza Grp N559.4550.40CHF550.40
(100.00%)
1.61%324.736
(59.00%)
41.95%1.8169
Alcon N81.6680.64CHF80.64
(100.00%)
1.37%47.578
(59.00%)
41.81%12.4008

Reference data

ISIN CH1358047285
Security 135804728
Symbol Z09WOZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'135.50

Coupon

Coupon (Coupon p.a.)13.55% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.0.66%
Premium portion p.a.8.34%
Coupon date21.11.2024
Day count convention30/360 (German), modified following
Accrued coupon0.18%

Life cycle

Issue price100.00%
Initial fixing date14.08.2024
Payment day21.08.2024
First trading day21.08.2024
Last trading day16.02.2026
Final fixing day16.02.2026
Redemption date23.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term539
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 -0.03%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer
Keep-Well Agreement
Issuer rating
Lead manager
Payment, execution and calculation agent

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 Return0.66%
Cash value of fixed income investment upon issue99.01%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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