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ZKB Reverse Convertible on worst of
Vonovia SE/Chevron Corporation/Linde PLC

ISIN: CH1329117886 Security: 132911788 Symbol: Z09BMZ Life cycle
Secondary market

Bid Price 102.69%

Ask Price 103.19%

Currency qCHF

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
Vonovia N27.6225.17EUR20.14 (80.00%)27.15%n.a.
Chevron165.82156.62USD125.30 (80.00%)24.37%n.a.
Linde N434.39466.73USD373.38 (80.00%)13.80%n.a.

Reference data

ISIN CH1329117886
Security 132911788
Symbol Z09BMZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.1.39%
Premium portion p.a.6.61%
Coupon date26.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.03.2024
Payment day26.03.2024
First trading day26.03.2024
Last trading day19.03.2025
Final fixing day19.03.2025
Redemption date26.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term310
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 -7.19%

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 Return1.39%
Cash value of fixed income investment upon issue98.63%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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