Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Alcon AG/Swiss Re AG/Givaudan AG

ISIN: CH1303977883 Security: 130397788 Symbol: Z08VVZ Life cycle
Secondary market

Bid Price 102.64%

Ask Price 103.14%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 22.07.2024 02:13:30

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alcon N80.865.46CHF65.46
(100.00%)
18.95%41.240
(63.00%)
48.94%76.3825
Swiss Re N106.0595.34CHF95.34
(100.00%)
10.10%60.064
(63.00%)
43.36%52.4439
Givaudan N42973'477.00CHF3'477.00
(100.00%)
19.20%2'190.510
(63.00%)
49.09%1.4380

Reference data

ISIN CH1303977883
Security 130397788
Symbol Z08VVZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'600.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.1.29%
Premium portion p.a.6.71%
Coupon date27.06.2025
Day count convention30/360 (German), modified following
Accrued coupon0.60%

Life cycle

Issue price100.00%
Initial fixing date21.12.2023
Payment day27.12.2023
First trading day27.12.2023
Last trading day23.06.2025
Final fixing day23.06.2025
Redemption date27.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term335
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 5'000.00
Performance of underlying since issue 11.23%

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 Return1.29%
Cash value of fixed income investment upon issue98.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading