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ZKB Barrier Reverse Convertible on worst of
The Walt Disney Company/Intel Corp/Microsoft Corp

ISIN: CH1303970813 Security: 130397081 Symbol: Z08RTZ Life cycle
Secondary market

Bid Price 98.48%

Ask Price 99.08%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 04.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Walt Disney A98.6193.6893USD93.69
(100.00%)
n.a.60.898
(65.00%)
n.a.10.6736
Intel A31.2341.0634USD41.06
(100.00%)
n.a.26.691
(65.00%)
n.a.24.3526
Microsoft N460.77371.5855USD371.59
(100.00%)
n.a.241.531
(65.00%)
n.a.2.6912

Reference data

ISIN CH1303970813
Security 130397081
Symbol Z08RTZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'126.00

Coupon

Coupon (Coupon p.a.)12.60% (12.60% )
Coupon paymentguaranteed
Interest portion p.a.5.25%
Premium portion p.a.7.35%
Coupon date27.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.11.2023
Payment day27.11.2023
First trading day27.11.2023
Last trading day18.11.2024
Final fixing day18.11.2024
Redemption date27.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term136
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

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 Return5.25%
Cash value of fixed income investment upon issue95.01%
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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