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

ISIN: CH1303987304 Security: 130398730 Symbol: Z08ZOZ Life cycle
Secondary market

Bid Price 99.35%

Ask Price 99.85%

Currency USD

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 09.07.2024 10:24:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Coca-Cola A62.9659.57USD59.57
(100.00%)
5.38%35.146
(59.00%)
44.18%16.7870
PepsiCo A162.12165.11USD165.11
(100.00%)
-1.84%97.415
(59.00%)
39.91%6.0566
Starbucks A74.5793.07USD93.07
(100.00%)
-24.81%54.911
(59.00%)
26.36%10.7446

Reference data

ISIN CH1303987304
Security 130398730
Symbol Z08ZOZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.4.89%
Premium portion p.a.3.11%
Coupon date29.07.2024
Day count convention30/360 (German), modified following
Accrued coupon3.62%

Life cycle

Issue price100.00%
Initial fixing date22.01.2024
Payment day29.01.2024
First trading day29.01.2024
Last trading day22.01.2025
Final fixing day22.01.2025
Redemption date29.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term196
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -19.88%

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 Return4.89%
Cash value of fixed income investment upon issue95.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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