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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG/Zurich Insurance Group AG/Compagnie Financière Richemont SA

ISIN: CH1303981620 Security: 130398162 Symbol: Z08Y2Z Life cycle
Secondary market

Bid Price 105.82%

Ask Price 106.32%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 11.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.6697.74CHF97.74
(100.00%)
-4.36%57.667
(59.00%)
38.43%10.2312
Novartis N99.2891.43CHF91.43
(100.00%)
7.91%53.944
(59.00%)
45.67%10.9373
Roche GS252.1252.50CHF252.50
(100.00%)
-0.16%148.975
(59.00%)
40.91%3.9604
Zurich Insurance N481436.90CHF436.90
(100.00%)
9.17%257.771
(59.00%)
46.41%2.2889
Cie Fin Richemont N141.35110.25CHF110.25
(100.00%)
22.00%65.048
(59.00%)
53.98%9.0703

Reference data

ISIN CH1303981620
Security 130398162
Symbol Z08Y2Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.22

Coupon

Coupon (Coupon p.a.)8.02% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.1.38%
Premium portion p.a.6.62%
Coupon date20.01.2025
Day count convention30/360 (German), modified following
Accrued coupon3.93%

Life cycle

Issue price100.00%
Initial fixing date12.01.2024
Payment day19.01.2024
First trading day19.01.2024
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date20.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term185
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 1'000.00
Performance of underlying since issue -4.17%

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 Return1.38%
Cash value of fixed income investment upon issue98.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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