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ZKB Barrier Reverse Convertible on worst of
Allianz SE/AXA SA/Assicurazioni Generali S.p.A.

ISIN: CH1303981760 Security: 130398176 Symbol: Z08YEZ Life cycle
Secondary market

Bid Price 102.51%

Ask Price 103.01%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Allianz N291.1242.20EUR242.20
(100.00%)
16.86%121.100
(50.00%)
58.43%4.1288
AXA A34.229.535EUR29.54
(100.00%)
13.77%14.768
(50.00%)
56.88%33.8581
Assicuraz.Gen.A26.75519.735EUR19.74
(100.00%)
26.24%9.868
(50.00%)
63.12%50.6714

Reference data

ISIN CH1303981760
Security 130398176
Symbol Z08YEZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'065.00

Coupon

Coupon (Coupon p.a.)6.50% (6.50% )
Coupon paymentguaranteed
Interest portion p.a.3.37%
Premium portion p.a.3.13%
Coupon date17.01.2025
Day count convention30/360 (German), modified following
Accrued coupon2.31%

Life cycle

Issue price100.00%
Initial fixing date10.01.2024
Payment day17.01.2024
First trading day17.01.2024
Last trading day10.01.2025
Final fixing day10.01.2025
Redemption date17.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term49
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 15.96%

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 Return3.37%
Cash value of fixed income investment upon issue96.74%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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