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ZKB Callable Reverse Convertible on worst of
Sonova Holding AG/Schindler Holding AG/Bossard Holding AG

ISIN: CH1329106046 Security: 132910604 Symbol: Z095NZ Life cycle
Secondary market

Bid Price 99.08%

Ask Price 99.78%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 21.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Sonova Hldg N281.3289.45CHF231.56 (80.00%)17.68%4.3185
Schindler Hldg PS237.6229.8528CHF183.88 (80.00%)22.61%5.4383
Bossard Hldg N222213.75CHF171.00 (80.00%)22.97%5.8480

Reference data

ISIN CH1329106046
Security 132910604
Symbol Z095NZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)4.65% (4.65% )
Coupon paymentguaranteed
Interest portion p.a.1.32%
Premium portion p.a.3.33%
Coupon date27.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.02.2024
Payment day27.02.2024
First trading day27.02.2024
Last trading day20.02.2025
Final fixing day20.02.2025
Redemption date27.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term274
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 -2.82%

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 Return1.32%
Cash value of fixed income investment upon issue98.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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