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ZKB Barrier Reverse Convertible on worst of
Amazon.com Inc/Alphabet Inc/Apple Inc/Microsoft Corp

ISIN: CH1273467147 Security: 127346714 Symbol: Z08CDZ Life cycle
Secondary market

Bid Price 105.11%

Ask Price 105.61%

Currency USD

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 09.07.2024 01:24:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Amazon.Com A199.29132.33USD132.33
(100.00%)
33.60%66.165
(50.00%)
66.80%7.5569
Alphabet A -C-190.48140.29USD140.29
(100.00%)
26.35%70.145
(50.00%)
63.17%7.1281
Apple A227.82180.71USD180.71
(100.00%)
20.68%90.355
(50.00%)
60.34%5.5337
Microsoft N466.24331.16USD331.16
(100.00%)
28.97%165.580
(50.00%)
64.49%3.0197

Reference data

ISIN CH1273467147
Security 127346714
Symbol Z08CDZ
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 date17.04.2025
Day count convention30/360 (German), modified following
Accrued coupon2.33%

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 term278
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 26.07%

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 issue92.61%
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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