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ZKB Callable Barrier Reverse Convertible on worst of
ams-OSRAM AG/Logitech International SA/u-blox Holding AG

ISIN: CH1329104215 Security: 132910421 Symbol: Z0956Z Life cycle
Secondary market

Bid Price 73.30%

Ask Price 74.00%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 10.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ams A1.2542.263CHF2.26
(100.00%)
-80.25%Hitn.v441.8913
Logitech Intl N77.0279.20CHF79.20
(100.00%)
-2.83%n.v.n.v12.6263
u-blox N90.587.00CHF87.00
(100.00%)
3.87%n.v.n.v11.4943

Reference data

ISIN CH1329104215
Security 132910421
Symbol Z0956Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'230.64

Coupon

Coupon (Coupon p.a.)23.06% (23.00% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.21.67%
Coupon date04.06.2024
Day count convention30/360 (German), modified following
Accrued coupon4.54%

Life cycle

Issue price100.00%
Initial fixing date26.02.2024
Payment day04.03.2024
First trading day04.03.2024
Last trading day26.02.2025
Final fixing day26.02.2025
Redemption date05.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term290
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 -44.52%

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 Return1.33%
Cash value of fixed income investment upon issue98.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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