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ZKB Autocallable Reverse Convertible on worst of
Bayer AG/Fresenius Medical Care AG/K+S Aktiengesellschaft

ISIN: CH1329134030 Security: 132913403 Symbol: Z09KOZ Life cycle
Secondary market

Bid Price 96.52%

Ask Price 97.22%

Currency EUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.07.2024 10:02:24

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bayer N26.8429.22EUR23.38 (80.00%)12.91%42.7789
Fresenius Med Care AG36.3241.15EUR32.92 (80.00%)9.41%30.3767
K+S N12.0714.265EUR11.41 (80.00%)5.33%87.6271

Reference data

ISIN CH1329134030
Security 132913403
Symbol Z09KOZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BAYN + 13.00%
Coupon paymentguaranteed
Interest portion p.a.BAYN
Premium portion p.a.13.000%
Coupon date22.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.05.2024
Payment day22.05.2024
First trading day22.05.2024
Last trading day14.05.2025
Final fixing day14.05.2025
Redemption date22.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term295
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -15.49%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.47%
Cash value of fixed income investment upon issue96.65%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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