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ZKB Reverse Convertible on worst of
Lonza Group AG/UBS Group AG/BASF SE

ISIN: CH1329122019 Security: 132912201 Symbol: Z09D9Z Life cycle
Secondary market

Bid Price 100.43%

Ask Price 100.93%

Currency qCHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Lonza Grp N529.2533.00CHF399.75 (75.00%)24.46%n.a.
UBS Group AG27.5427.73CHF20.80 (75.00%)24.48%n.a.
BASF N48.87553.82EUR40.37 (75.00%)17.41%n.a.

Reference data

ISIN CH1329122019
Security 132912201
Symbol Z09D9Z
Currency qCHF
Currency hedging Yes
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)7.15% (7.15% )
Coupon paymentguaranteed
Interest portion p.a.1.20%
Premium portion p.a.5.95%
Coupon date09.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.04.2024
Payment day09.04.2024
First trading day09.04.2024
Last trading day02.04.2025
Final fixing day02.04.2025
Redemption date09.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term319
Issue amount1'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -9.19%

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 Return1.20%
Cash value of fixed income investment upon issue98.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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