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ZKB Reverse Convertible on worst of
Huber + Suhner AG/SIG Combibloc Group AG/Stadler Rail AG

ISIN: CH1329110824 Security: 132911082 Symbol: Z097LZ Life cycle
Secondary market

Bid Price 102.86%

Ask Price 103.36%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Huber + Suhner N77.164.40CHF48.30 (75.00%)37.52%20.7039
SIG Combibloc Grp N19.1917.5351CHF13.15 (75.00%)31.29%76.0381
Stadler Rail N29.2527.76CHF20.82 (75.00%)28.58%48.0307

Reference data

ISIN CH1329110824
Security 132911082
Symbol Z097LZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.64% (5.64% )
Coupon paymentguaranteed
Interest portion p.a.1.30%
Premium portion p.a.4.34%
Coupon date07.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.02.2024
Payment day07.03.2024
First trading day07.03.2024
Last trading day28.02.2025
Final fixing day28.02.2025
Redemption date07.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term293
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 5.01%

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 Return1.30%
Cash value of fixed income investment upon issue98.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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