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11.50% ZKB Barrier Reverse Convertible, 01.11.2024 on worst of GOOG UW/MSFT UW/NVDA UW
Alphabet Inc/Microsoft Corp/NVIDIA Corp

ISIN: CH1273470760 Security: 127347076 Symbol: Z08EHZ Life cycle
Secondary market

Bid Price 104.03%

Ask Price 104.63%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 26.07.2024 09:56:48

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alphabet A -C-169.16123.40USD123.40
(100.00%)
27.05%60.466
(49.00%)
64.26%8.1037
Microsoft N418.4329.81USD329.81
(100.00%)
21.17%161.607
(49.00%)
61.38%3.0320
NVIDIA A112.2840.50USD40.50
(100.00%)
63.93%19.845
(49.00%)
82.33%24.6914

Reference data

ISIN CH1273470760
Security 127347076
Symbol Z08EHZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'115.00

Coupon

Coupon (Coupon p.a.)11.50% (11.50% )
Coupon paymentguaranteed
Interest portion p.a.5.43%
Premium portion p.a.6.07%
Coupon date01.11.2024
Day count convention30/360 (German), modified following
Accrued coupon2.81%

Life cycle

Issue price100.00%
Initial fixing date27.10.2023
Payment day01.11.2023
First trading day01.11.2023
Last trading day28.10.2024
Final fixing day28.10.2024
Redemption date01.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term93
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 26.86%

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 Return5.43%
Cash value of fixed income investment upon issue94.85%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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