Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Alcon AG/Sonova Holding AG/Straumann Holding AG

ISIN: CH1303987197 Security: 130398719 Symbol: Z08ZCZ Life cycle
Secondary market

Bid Price 97.99%

Ask Price 98.49%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alcon N80.8668.42CHF68.42
(100.00%)
15.38%47.894
(70.00%)
40.77%14.6156
Sonova Hldg N288.3281.90CHF281.90
(100.00%)
2.22%197.330
(70.00%)
31.55%3.5474
Straumann Hldg N117133.50CHF133.50
(100.00%)
-14.10%93.450
(70.00%)
20.13%7.4906

Reference data

ISIN CH1303987197
Security 130398719
Symbol Z08ZCZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'095.00

Coupon

Coupon (Coupon p.a.)9.50% (9.50% )
Coupon paymentguaranteed
Interest portion p.a.1.40%
Premium portion p.a.8.10%
Coupon date29.01.2025
Day count convention30/360 (German), modified following
Accrued coupon3.19%

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 term237
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 -12.36%

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 Return1.40%
Cash value of fixed income investment upon issue98.62%
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-

Ajax loading