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ZKB Callable Barrier Reverse Convertible on worst of
Deutsche Lufthansa AG/Airbus SE/AIR France - KLM

ISIN: CH1303999614 Security: 130399961 Symbol: Z093CZ Life cycle
Secondary market

Bid Price 94.48%

Ask Price 95.18%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 03:48:30

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Dt Lufthansa N6.687.562EUR7.56
(100.00%)
-13.24%4.462
(59.00%)
33.19%n.a.
Airbus Group A158.38149.0332EUR149.03
(100.00%)
5.83%87.930
(59.00%)
44.44%n.a.
AIR France - KLM A10.5411.364EUR11.36
(100.00%)
-7.01%6.705
(59.00%)
36.87%n.a.

Reference data

ISIN CH1303999614
Security 130399961
Symbol Z093CZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.00

Coupon

Coupon (Coupon p.a.)15.00% (15.00% )
Coupon paymentguaranteed
Interest portion p.a.1.40%
Premium portion p.a.13.60%
Coupon date21.05.2024
Day count convention30/360 (German), modified following
Accrued coupon1.33%

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day19.02.2024
First trading day19.02.2024
Last trading day12.02.2025
Final fixing day12.02.2025
Redemption date19.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term270
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 -11.69%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.40%
Cash value of fixed income investment upon issue98.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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