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5.80% ZKB Reverse Convertible, 05.06.2025 on worst of SIE GY/ROG SE/DHR UN
Danaher Corp/Roche Holding AG/Siemens AG

ISIN: CH1329137389 Security: 132913738 Symbol: Z09M9Z Life cycle
Secondary market

Bid Price 98.78%

Ask Price 99.28%

Currency qCHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 05.07.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Danaher A239.25258.71USD206.97 (80.00%)13.66%n.a.
Roche GS243.3228.80CHF183.04 (80.00%)24.77%n.a.
Siemens N177.12177.26EUR141.81 (80.00%)19.94%n.a.

Reference data

ISIN CH1329137389
Security 132913738
Symbol Z09M9Z
Currency qCHF
Currency hedging Yes
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)5.80% (5.80% )
Coupon paymentguaranteed
Interest portion p.a.1.25%
Premium portion p.a.4.55%
Coupon date05.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.05.2024
Payment day05.06.2024
First trading day05.06.2024
Last trading day28.05.2025
Final fixing day28.05.2025
Redemption date05.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term324
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 10'000.00
Performance of underlying since issue -7.34%

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 Return1.25%
Cash value of fixed income investment upon issue98.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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