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ZKB Barrier Reverse Convertible on worst of
Geberit AG/ABB Ltd/Givaudan AG/Holcim Ltd/Sika AG

ISIN: CH1273465059 Security: 127346505 Symbol: Z08AZZ Life cycle
Secondary market

Bid Price 107.98%

Ask Price 108.48%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit N561.4451.70CHF451.70
(100.00%)
19.54%289.088
(64.00%)
48.51%11.0693
ABB N47.4132.61CHF32.61
(100.00%)
31.22%20.870
(64.00%)
55.98%153.3272
Givaudan N41802'899.00CHF2'899.00
(100.00%)
30.65%1'855.360
(64.00%)
55.61%1.7247
Holcim N78.4856.76CHF56.76
(100.00%)
27.68%36.326
(64.00%)
53.71%88.0902
Sika N281.7230.20CHF230.20
(100.00%)
18.28%147.328
(64.00%)
47.70%21.7202

Reference data

ISIN CH1273465059
Security 127346505
Symbol Z08AZZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'475.00

Coupon

Coupon (Coupon p.a.)9.50% (9.50% )
Coupon paymentguaranteed
Interest portion p.a.1.77%
Premium portion p.a.7.73%
Coupon date11.10.2024
Day count convention30/360 (German), modified following
Accrued coupon5.83%

Life cycle

Issue price100.00%
Initial fixing date04.10.2023
Payment day11.10.2023
First trading day11.10.2023
Last trading day04.10.2024
Final fixing day04.10.2024
Redemption date11.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term138
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 22.37%

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 Return1.77%
Cash value of fixed income investment upon issue98.26%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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