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ZKB Reverse Convertible on worst of
Bristol-Myers Squibb Co/Pfizer Inc/Roche Holding AG

ISIN: CH1329108539 Security: 132910853 Symbol: Z0974Z Life cycle
Secondary market

Bid Price 97.79%

Ask Price 98.29%

Currency qUSD

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
Bristol Myers A44.9451.3150USD42.03 (81.90%)6.00%n.a.
Pfizer Inc28.0127.9950USD22.93 (81.90%)18.10%n.a.
Roche GS225.1231.4750CHF189.58 (81.90%)15.86%n.a.

Reference data

ISIN CH1329108539
Security 132910853
Symbol Z0974Z
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)23.00% (11.50% )
Coupon paymentguaranteed
Interest portion p.a.4.60%
Premium portion p.a.6.90%
Coupon date04.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.02.2024
Payment day04.03.2024
First trading day04.03.2024
Last trading day23.02.2026
Final fixing day23.02.2026
Redemption date04.03.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term651
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -12.87%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.60%
Cash value of fixed income investment upon issue91.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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