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ZKB Barrier Reverse Convertible on worst of
Chocoladefabriken Lindt & Spruengli AG/Emmi AG/Nestlé AG

ISIN: CH1303987189 Security: 130398718 Symbol: Z08ZBZ Life cycle
Secondary market

Bid Price 97.30%

Ask Price 97.80%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 26.07.2024 05:14:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lindt & Sprüngli...1100011'030.00CHF11'030.00
(100.00%)
-0.55%7'721.000
(70.00%)
29.62%1.8132
Emmi N921952.00CHF952.00
(100.00%)
-3.70%666.400
(70.00%)
27.41%21.0084
Nestlé N87.9297.49CHF97.49
(100.00%)
-10.76%68.243
(70.00%)
22.47%205.1492

Reference data

ISIN CH1303987189
Security 130398718
Symbol Z08ZBZ
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 21'500.00

Coupon

Coupon (Coupon p.a.)7.50% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.1.27%
Premium portion p.a.3.73%
Coupon date29.07.2024
Day count convention30/360 (German), modified following
Accrued coupon0.00%

Life cycle

Issue price100.00%
Initial fixing date22.01.2024
Payment day29.01.2024
First trading day29.01.2024
Last trading day22.07.2025
Final fixing day22.07.2025
Redemption date29.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term360
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -9.71%

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 Return1.27%
Cash value of fixed income investment upon issue98.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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