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5.60% p.a. ZKB Autocallable Reverse Convertible, 02.03.2026 on worst of SDZ SE/GALD SE/VACN SE
Sandoz Group AG/Galderma Group AG/VAT Group AG

ISIN: CH1358050164 Security: 135805016 Symbol: Z09YJZ Life cycle
gray-market

Bid Price 98.28%

Ask Price 98.98%

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume 150'000.00

Date/time (realtime) 27.08.2024 05:17:34

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Sandoz Group AG37.6937.93CHF29.21 (77.00%)22.51%34.2394
GALA GROUNPV80.3881.00CHF62.37 (77.00%)22.41%16.0333
VAT Group N426.4437.70CHF337.03 (77.00%)20.96%2.9671

Reference data

ISIN CH1358050164
Security 135805016
Symbol Z09YJZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)SDZ + 5.60%
Coupon paymentguaranteed
Interest portion p.a.SDZ
Premium portion p.a.5.600%
Coupon date02.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.08.2024
Payment day02.09.2024
First trading day02.09.2024
Last trading day23.02.2026
Final fixing day23.02.2026
Redemption date02.03.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term544
Issue amount2'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -2.58%

Product type

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

Legal parties

Issuer Zuercher 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 Return0.67%
Cash value of fixed income investment upon issue99.01%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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