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ZKB Autocallable Reverse Convertible on worst of
TotalEnergies SE/Shell PLC/BP PLC

ISIN: CH1329136761 Security: 132913676 Symbol: Z09M2Z Life cycle
Secondary market

Bid Price 97.53%

Ask Price 98.23%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 20.06.2024 01:20:58

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Total A61.7865.70EUR56.44 (85.90%)8.66%n.a.
Royal Dutch Shell A32.66532.735EUR28.12 (85.90%)13.96%n.a.
BP ARD35.3936.42USD31.28 (85.90%)11.60%n.a.

Reference data

ISIN CH1329136761
Security 132913676
Symbol Z09M2Z
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)TTE + 6.00%
Coupon paymentguaranteed
Interest portion p.a.TTE
Premium portion p.a.6.000%
Coupon date03.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.05.2024
Payment day03.06.2024
First trading day03.06.2024
Last trading day24.11.2025
Final fixing day24.11.2025
Redemption date03.12.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term521
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 -5.95%

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 marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.24%
Cash value of fixed income investment upon issue98.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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