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ZKB Callable Barrier Reverse Convertible on worst of
Schindler Holding AG/The Swatch Group AG/Givaudan AG

ISIN: CH1329119817 Security: 132911981 Symbol: Z09C4Z Life cycle
Secondary market

Bid Price 97.81%

Ask Price 98.51%

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume 150'000.00

Date/time (realtime) 31.05.2024 05:15:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Schindler Hldg PS233.6225.20CHF225.20
(100.00%)
3.76%132.868
(59.00%)
43.22%22.2025
The Swatch Grp A193.15212.90CHF212.90
(100.00%)
-10.45%125.611
(59.00%)
34.83%23.4852
Givaudan N42373'956.00CHF3'956.00
(100.00%)
6.54%2'334.040
(59.00%)
44.86%1.2639

Reference data

ISIN CH1329119817
Security 132911981
Symbol Z09C4Z
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'600.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.1.09%
Premium portion p.a.6.91%
Coupon date10.07.2024
Day count convention30/360 (German), modified following
Accrued coupon1.22%

Life cycle

Issue price100.00%
Initial fixing date04.04.2024
Payment day10.04.2024
First trading day10.04.2024
Last trading day06.10.2025
Final fixing day06.10.2025
Redemption date10.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term492
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -9.46%

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 Return1.09%
Cash value of fixed income investment upon issue98.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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