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ZKB Barrier Reverse Convertible on worst of
Coca-Cola Co/PepsiCo Inc/Starbucks Corp

ISIN: CH1273461421 Security: 127346142 Symbol: Z0892Z Life cycle
Secondary market

Bid Price 96.14%

Ask Price 96.74%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Coca-Cola A61.8258.44USD58.44
(100.00%)
5.21%36.233
(62.00%)
41.23%17.1116
PepsiCo A173.38178.38USD178.38
(100.00%)
-3.16%110.596
(62.00%)
36.04%5.6060
Starbucks A77.4895.16USD95.16
(100.00%)
-21.25%58.999
(62.00%)
24.82%10.5086

Reference data

ISIN CH1273461421
Security 127346142
Symbol Z0892Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.00

Coupon

Coupon (Coupon p.a.)15.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.5.26%
Premium portion p.a.4.74%
Coupon date27.03.2025
Day count convention30/360 (German), modified following
Accrued coupon1.72%

Life cycle

Issue price100.00%
Initial fixing date20.09.2023
Payment day27.09.2023
First trading day27.09.2023
Last trading day20.03.2025
Final fixing day20.03.2025
Redemption date27.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term295
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 -17.53%

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 Return5.26%
Cash value of fixed income investment upon issue92.59%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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