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ZKB Barrier Reverse Convertible on worst of
Givaudan AG/Lonza Group AG

ISIN: CH1273472170 Security: 127347217 Symbol: Z08EVZ Life cycle
Secondary market

Bid Price 103.12%

Ask Price 103.62%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 22.07.2024 09:19:27

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N42662'898.00CHF2'898.00
(100.00%)
31.92%1'738.800
(60.00%)
59.15%1.7253
Lonza Grp N511.8344.70CHF344.70
(100.00%)
32.36%206.820
(60.00%)
59.42%14.5054

Reference data

ISIN CH1273472170
Security 127347217
Symbol Z08EVZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'401.00

Coupon

Coupon (Coupon p.a.)8.02% (8.02% )
Coupon paymentguaranteed
Interest portion p.a.1.74%
Premium portion p.a.6.28%
Coupon date25.10.2024
Day count convention30/360 (German), modified following
Accrued coupon1.98%

Life cycle

Issue price100.00%
Initial fixing date18.10.2023
Payment day25.10.2023
First trading day25.10.2023
Last trading day18.10.2024
Final fixing day18.10.2024
Redemption date25.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term87
Issue amount10'000'000.00

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 46.89%

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 Return1.74%
Cash value of fixed income investment upon issue98.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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