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ZKB Barrier Reverse Convertible on worst of
Abbott Laboratories/Merck & Co Inc/Eli Lilly & Co

ISIN: CH1303973924 Security: 130397392 Symbol: Z08TSZ Life cycle
Secondary market

Bid Price 104.69%

Ask Price 105.19%

Currency USD

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.10.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Abbott Laborat. A113.37104.05USD104.05
(100.00%)
8.58%62.430
(60.00%)
45.15%9.6108
Merck A102.32103.88USD103.88
(100.00%)
-1.57%62.328
(60.00%)
39.06%9.6265
Eli Lilly & Co A829.74588.27USD588.27
(100.00%)
30.96%352.962
(60.00%)
58.57%1.6999

Reference data

ISIN CH1303973924
Security 130397392
Symbol Z08TSZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'110.00

Coupon

Coupon (Coupon p.a.)11.00% (11.00% )
Coupon paymentguaranteed
Interest portion p.a.5.08%
Premium portion p.a.5.92%
Coupon date13.12.2024
Day count convention30/360 (German), modified following
Accrued coupon4.31%

Life cycle

Issue price100.00%
Initial fixing date07.12.2023
Payment day13.12.2023
First trading day13.12.2023
Last trading day09.12.2024
Final fixing day09.12.2024
Redemption date13.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term38
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 -1.55%

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 Return5.08%
Cash value of fixed income investment upon issue95.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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