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ZKB Barrier Reverse Convertible on worst of
Sandoz Group AG/Holcim Ltd/Zurich Insurance Group AG

ISIN: CH1303975598 Security: 130397559 Symbol: Z08UAZ Life cycle
Secondary market

Bid Price 105.98%

Ask Price 106.48%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 28.06.2024 10:28:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sandoz Group AG32.6828.24CHF28.24
(100.00%)
13.74%19.768
(70.00%)
39.62%35.4108
Holcim N79.466.58CHF66.58
(100.00%)
15.98%46.606
(70.00%)
41.18%15.0195
Zurich Insurance N481.1445.60CHF445.60
(100.00%)
7.24%311.920
(70.00%)
35.07%2.2442

Reference data

ISIN CH1303975598
Security 130397559
Symbol Z08UAZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'085.00

Coupon

Coupon (Coupon p.a.)8.50% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.1.37%
Premium portion p.a.7.13%
Coupon date20.12.2024
Day count convention30/360 (German), modified following
Accrued coupon4.56%

Life cycle

Issue price100.00%
Initial fixing date14.12.2023
Payment day20.12.2023
First trading day20.12.2023
Last trading day16.12.2024
Final fixing day16.12.2024
Redemption date20.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term170
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 7.81%

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 Return1.37%
Cash value of fixed income investment upon issue98.65%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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