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ZKB Barrier Reverse Convertible on worst of
The Swatch Group AG/Compagnie Financière Richemont SA/Julius Baer Gruppe AG

ISIN: CH1273458831 Security: 127345883 Symbol: Z087GZ Life cycle
Secondary market

Bid Price 92.06%

Ask Price 92.56%

Currency CHF

Exchange ZKB

Volume 500'000.00

Volume 500'000.00

Date/time (realtime) 08.08.2024 01:18:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
The Swatch Grp A177.55247.30CHF247.30
(100.00%)
-39.36%145.907
(59.00%)
17.78%4.0437
Cie Fin Richemont N122.75115.9844CHF115.98
(100.00%)
5.70%68.431
(59.00%)
44.37%8.6219
Julius Baer Grp N46.3559.44CHF59.44
(100.00%)
-28.02%35.070
(59.00%)
24.47%16.8237

Reference data

ISIN CH1273458831
Security 127345883
Symbol Z087GZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'127.50

Coupon

Coupon (Coupon p.a.)12.75% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.1.85%
Premium portion p.a.6.65%
Coupon date18.03.2025
Day count convention30/360 (German), modified following
Accrued coupon3.40%

Life cycle

Issue price100.00%
Initial fixing date11.09.2023
Payment day18.09.2023
First trading day18.09.2023
Last trading day11.03.2025
Final fixing day11.03.2025
Redemption date18.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term214
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -28.25%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.85%
Cash value of fixed income investment upon issue97.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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