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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG/Zurich Insurance Group AG/Compagnie Financière Richemont SA

ISIN: CH1303971506 Security: 130397150 Symbol: Z08S1Z Life cycle
Secondary market

Bid Price 104.48%

Ask Price 104.98%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N91.6499.35CHF99.35
(100.00%)
-8.37%58.617
(59.00%)
36.06%10.0654
Novartis N91.1185.12CHF85.12
(100.00%)
6.46%50.221
(59.00%)
44.81%11.7481
Roche GS228.8236.05CHF236.05
(100.00%)
-3.26%139.270
(59.00%)
39.08%4.2364
Zurich Insurance N468.7437.90CHF437.90
(100.00%)
6.45%258.361
(59.00%)
44.81%2.2836
Cie Fin Richemont N143.8109.20CHF109.20
(100.00%)
24.14%64.428
(59.00%)
55.24%9.1575

Reference data

ISIN CH1303971506
Security 130397150
Symbol Z08S1Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'070.00

Coupon

Coupon (Coupon p.a.)7.00% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.1.58%
Premium portion p.a.5.42%
Coupon date05.12.2024
Day count convention30/360 (German), modified following
Accrued coupon3.40%

Life cycle

Issue price100.00%
Initial fixing date30.11.2023
Payment day05.12.2023
First trading day05.12.2023
Last trading day29.11.2024
Final fixing day29.11.2024
Redemption date05.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term183
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 -7.72%

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 Return1.58%
Cash value of fixed income investment upon issue98.44%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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