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ZKB Barrier Reverse Convertible on worst of
NVIDIA Corp/Qualcomm Inc/Advanced Micro Devices Inc

ISIN: CH1273452388 Security: 127345238 Symbol: Z0848Z Life cycle
Secondary market

Bid Price 107.60%

Ask Price 108.20%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 08:46:35

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
NVIDIA A943.46408.55USD408.55
(100.00%)
56.70%241.045
(59.00%)
74.45%2.4477
Qualcomm A193.22114.61USD114.61
(100.00%)
40.68%67.620
(59.00%)
65.00%8.7252
AMD A162.66107.57USD107.57
(100.00%)
33.87%63.466
(59.00%)
60.98%9.2963

Reference data

ISIN CH1273452388
Security 127345238
Symbol Z0848Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'190.53

Coupon

Coupon (Coupon p.a.)19.05% (19.00% )
Coupon paymentguaranteed
Interest portion p.a.5.41%
Premium portion p.a.13.59%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued coupon4.80%

Life cycle

Issue price100.00%
Initial fixing date11.08.2023
Payment day18.08.2023
First trading day18.08.2023
Last trading day12.08.2024
Final fixing day12.08.2024
Redemption date19.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term86
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 51.21%

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 Return5.41%
Cash value of fixed income investment upon issue94.86%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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