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ZKB Autocallable Barrier Reverse Convertible on worst of
Bayer AG/Deutsche Bank AG/RWE AG

ISIN: CH1273472485 Security: 127347248 Symbol: Z08EXZ Life cycle
Secondary market

Bid Price 88.67%

Ask Price 89.37%

Currency EUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Bayer N28.95542.145EUR42.145 (100.00%)-45.45%27.394 (65.00%)5.46%
Deutsche Bank N15.8789.749EUR9.749 (100.00%)38.57%6.337 (65.00%)60.07%
RWE AG34.534.24EUR34.240 (100.00%)0.75%22.256 (65.00%)35.49%

Reference data

ISIN CH1273472485
Security 127347248
Symbol Z08EXZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)BAYN + 15.00%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date19.10.2023
Payment day25.10.2023
First trading day25.10.2023
Last trading day21.10.2024
Final fixing day21.10.2024
Redemption date25.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date18.07.2024
Residual term160
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -31.25%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

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 Return3.92%
Cash value of fixed income investment upon issue96.23%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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