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

ISIN: CH1303987213 Security: 130398721 Symbol: Z08ZEZ Life cycle
Secondary market

Bid Price 103.96%

Ask Price 104.46%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 23.05.2024 12:47:46

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AXA A33.5930.715EUR30.72
(100.00%)
8.40%15.358
(50.00%)
54.20%32.5574
Allianz N266.2249.85EUR249.85
(100.00%)
5.97%124.925
(50.00%)
52.98%4.0024
Assicuraz.Gen.A23.4320.47EUR20.47
(100.00%)
12.63%10.235
(50.00%)
56.32%48.8520

Reference data

ISIN CH1303987213
Security 130398721
Symbol Z08ZEZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.3.04%
Premium portion p.a.4.96%
Coupon date29.07.2024
Day count convention30/360 (German), modified following
Accrued coupon2.64%

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 term424
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 6.34%

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 Return3.04%
Cash value of fixed income investment upon issue95.61%
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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