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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/UBS Group AG/Roche Holding AG

ISIN: CH1273466925 Security: 127346692 Symbol: Z08BTZ Life cycle
Secondary market

Bid Price 103.97%

Ask Price 104.47%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 31.07.2024 05:14:24

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N89.14103.42CHF103.42
(100.00%)
-16.02%61.018
(59.00%)
31.55%9.6693
UBS Group AG26.6622.59CHF22.59
(100.00%)
15.27%13.328
(59.00%)
50.01%44.2674
Roche GS285.8252.70CHF252.70
(100.00%)
11.58%149.093
(59.00%)
47.83%3.9573

Reference data

ISIN CH1273466925
Security 127346692
Symbol Z08BTZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'112.50

Coupon

Coupon (Coupon p.a.)11.25% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.68%
Premium portion p.a.5.82%
Coupon date17.04.2025
Day count convention30/360 (German), modified following
Accrued coupon2.23%

Life cycle

Issue price100.00%
Initial fixing date12.10.2023
Payment day17.10.2023
First trading day17.10.2023
Last trading day14.04.2025
Final fixing day14.04.2025
Redemption date17.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term255
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 -13.81%

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 Return1.68%
Cash value of fixed income investment upon issue97.53%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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