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ZKB Barrier Reverse Convertible on worst of
Coca-Cola Co/PepsiCo Inc/Starbucks Corp

ISIN: CH1303978915 Security: 130397891 Symbol: Z08WOZ Life cycle
Secondary market

Bid Price 104.09%

Ask Price 104.59%

Currency USD

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 20.12.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Coca-Cola A62.5557.99USD57.99
(100.00%)
7.89%37.694
(65.00%)
40.13%17.2444
PepsiCo A152.79166.97USD166.97
(100.00%)
-9.26%108.531
(65.00%)
28.98%5.9891
Starbucks A87.9795.33USD95.33
(100.00%)
-7.19%61.965
(65.00%)
30.33%10.4899

Reference data

ISIN CH1303978915
Security 130397891
Symbol Z08WOZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.50

Coupon

Coupon (Coupon p.a.)8.75% (8.75% )
Coupon paymentguaranteed
Interest portion p.a.4.87%
Premium portion p.a.3.88%
Coupon date27.12.2024
Day count convention30/360 (German), modified following
Accrued coupon4.30%

Life cycle

Issue price100.00%
Initial fixing date21.12.2023
Payment day27.12.2023
First trading day27.12.2023
Last trading day23.12.2024
Final fixing day23.12.2024
Redemption date27.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
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 -8.47%

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 Return4.87%
Cash value of fixed income investment upon issue95.36%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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