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ZKB Reverse Convertible auf
Roche Holding AG

ISIN: CH1303998533 Security: 130399853 Symbol: Z0934Z Life cycle
Secondary market

Bid Price 99.88%

Ask Price 100.38%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 10.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Roche GS225.1236.40CHF224.58 (95.00%)0.32%22.2638

Reference data

ISIN CH1303998533
Security 130399853
Symbol Z0934Z
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)6.14% (6.87% )
Coupon paymentguaranteed
Interest portion p.a.1.37%
Premium portion p.a.5.50%
Coupon date30.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date01.02.2024
Payment day08.02.2024
First trading day08.02.2024
Last trading day19.12.2024
Final fixing day19.12.2024
Redemption date30.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term220
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 5'000.00
Performance of underlying since issue -4.70%

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 Return1.37%
Cash value of fixed income investment upon issue98.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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