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ZKB Callable Barrier Reverse Convertible on worst of
SunPower Corp/Sunrun Inc

ISIN: CH1273447677 Security: 127344767 Symbol: Z080LZ Life cycle
Secondary market

Bid Price 32.99%

Ask Price 47.28%

Currency USD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 08.05.2024 03:00:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SunPower N2.2859.26USD9.26
(100.00%)
-297.42%4.028
(43.50%)
-72.88%107.9914
Sunrun N11.6118.33USD18.33
(100.00%)
-55.60%7.974
(43.50%)
32.31%54.5554

Reference data

ISIN CH1273447677
Security 127344767
Symbol Z080LZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'219.39

Coupon

Coupon (Coupon p.a.)21.94% (22.00% )
Coupon paymentguaranteed
Interest portion p.a.5.43%
Premium portion p.a.16.57%
Coupon date06.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.07.2023
Payment day07.08.2023
First trading day07.08.2023
Last trading day29.07.2024
Final fixing day29.07.2024
Redemption date06.08.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term80
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -74.84%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.43%
Cash value of fixed income investment upon issue94.86%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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