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ZKB Barrier Reverse Convertible on worst of
Straumann Holding AG/Julius Baer Gruppe AG/Compagnie Financière Richemont SA/Sika AG/Adecco Group AG

ISIN: CH1273468145 Security: 127346814 Symbol: Z08CVZ Life cycle
Secondary market

Bid Price 105.88%

Ask Price 106.38%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 22.07.2024 09:10:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Straumann Hldg N116.6118.15CHF118.15
(100.00%)
-2.12%59.075
(50.00%)
48.94%8.4638
Julius Baer Grp N51.457.90CHF57.90
(100.00%)
-13.09%28.950
(50.00%)
43.46%17.2712
Cie Fin Richemont N133.9106.05CHF106.05
(100.00%)
20.29%53.025
(50.00%)
60.15%9.4295
Sika N263.8235.00CHF235.00
(100.00%)
10.00%117.500
(50.00%)
55.00%4.2553
Adecco N30.936.52CHF36.52
(100.00%)
-18.42%18.260
(50.00%)
40.79%27.3823

Reference data

ISIN CH1273468145
Security 127346814
Symbol Z08CVZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'070.00

Coupon

Coupon (Coupon p.a.)7.00% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.1.72%
Premium portion p.a.5.28%
Coupon date23.10.2024
Day count convention30/360 (German), modified following
Accrued coupon5.27%

Life cycle

Issue price100.00%
Initial fixing date16.10.2023
Payment day23.10.2023
First trading day23.10.2023
Last trading day16.10.2024
Final fixing day16.10.2024
Redemption date23.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term85
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 1'000.00
Performance of underlying since issue -15.55%

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 Return1.72%
Cash value of fixed income investment upon issue98.31%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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