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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1303968353 Security: 130396835 Symbol: Z08I0Z Life cycle
Secondary market

Bid Price 103.18%

Ask Price 103.68%

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
Nestlé N96.6298.29CHF98.29
(100.00%)
-1.73%67.820
(69.00%)
29.81%10.1740
Novartis N93.3784.28CHF84.28
(100.00%)
9.74%58.153
(69.00%)
37.72%11.8652
Roche GS237.1237.15CHF237.15
(100.00%)
-0.02%163.634
(69.00%)
30.99%4.2167

Reference data

ISIN CH1303968353
Security 130396835
Symbol Z08I0Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'060.00

Coupon

Coupon (Coupon p.a.)6.00% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.1.63%
Premium portion p.a.4.37%
Coupon date27.11.2024
Day count convention30/360 (German), modified following
Accrued coupon2.92%

Life cycle

Issue price100.00%
Initial fixing date20.11.2023
Payment day27.11.2023
First trading day27.11.2023
Last trading day20.11.2024
Final fixing day20.11.2024
Redemption date27.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term186
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 -1.70%

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 Return1.63%
Cash value of fixed income investment upon issue98.40%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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