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ZKB Barrier Reverse Convertible with Conditional Coupon on worst of
Siemens Energy AG/Vestas Wind Systems A/S/Nordex SE

ISIN: CH1329108331 Security: 132910833 Symbol: Z0970Z Life cycle
Secondary market

Bid Price 103.71%

Ask Price 104.41%

Currency qUSD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 16.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Siemens Energy N25.4213.73EUR11.671 (85.00%)45.99%7.552 (55.00%)70.29%
Vestas Wind Syst. A199.2177.46DKK150.841 (85.00%)10.91%97.603 (55.00%)51.00%
Nordex A14.569.412EUR8.000 (85.00%)35.36%5.177 (55.00%)64.45%

Reference data

ISIN CH1329108331
Security 132910833
Symbol Z0970Z
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier observation at maturity

Coupon

Coupon (Coupon p.a.)4.00%
Coupon paymentbedingt
Memory effectNein
Coupon Level75.00%

Life cycle

Issue price100.00%
Initial fixing date23.02.2024
Payment day01.03.2024
First trading day01.03.2024
Last trading day24.02.2025
Final fixing day24.02.2025
Redemption date03.03.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date24.05.2024
Residual term282
Issue amount1'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 12.25%

Product type

SSPA derivative category Yield enhancement
SSPA code Express certificate (1260)

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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