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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Roche Holding AG/Zurich Insurance Group AG/Alcon AG

ISIN: CH1303975614 Security: 130397561 Symbol: Z08UCZ Life cycle
Secondary market

Bid Price 101.50%

Ask Price 102.00%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 16.07.2024 12:20:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N92.797.72CHF97.72
(100.00%)
-5.51%56.678
(58.00%)
38.81%10.2333
Roche GS256.7245.90CHF245.90
(100.00%)
4.06%142.622
(58.00%)
44.35%4.0667
Zurich Insurance N475.5445.60CHF445.60
(100.00%)
6.19%258.448
(58.00%)
45.59%2.2442
Alcon N80.0666.60CHF66.60
(100.00%)
16.77%38.628
(58.00%)
51.73%15.0150

Reference data

ISIN CH1303975614
Security 130397561
Symbol Z08UCZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'075.00

Coupon

Coupon (Coupon p.a.)7.50% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.1.20%
Premium portion p.a.3.80%
Coupon date20.06.2025
Day count convention30/360 (German), modified following
Accrued coupon0.39%

Life cycle

Issue price100.00%
Initial fixing date14.12.2023
Payment day20.12.2023
First trading day20.12.2023
Last trading day16.06.2025
Final fixing day16.06.2025
Redemption date20.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term334
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 -5.22%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.20%
Cash value of fixed income investment upon issue98.23%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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