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ZKB Barrier Reverse Convertible on worst of
Pernod Ricard SA/Domino's Pizza Inc/Starbucks Corp

ISIN: CH1273465463 Security: 127346546 Symbol: Z08BFZ Life cycle
Secondary market

Bid Price 102.44%

Ask Price 103.04%

Currency qUSD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Pernod-Ricard A148.75162.20EUR162.20
(100.00%)
-9.41%89.210
(55.00%)
39.82%n.a.
Domino's Pizza Inc516.14383.11USD383.11
(100.00%)
25.76%210.711
(55.00%)
59.17%n.a.
Starbucks A76.68592.74USD92.74
(100.00%)
-21.26%51.007
(55.00%)
33.31%n.a.

Reference data

ISIN CH1273465463
Security 127346546
Symbol Z08BFZ
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'137.00

Coupon

Coupon (Coupon p.a.)13.70% (13.70% )
Coupon paymentguaranteed
Interest portion p.a.5.52%
Premium portion p.a.8.18%
Coupon date27.06.2024
Day count convention30/360 (German), modified following
Accrued coupon2.06%

Life cycle

Issue price100.00%
Initial fixing date25.09.2023
Payment day27.09.2023
First trading day27.09.2023
Last trading day25.09.2024
Final fixing day25.09.2024
Redemption date27.09.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term130
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 -17.53%

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 Return5.52%
Cash value of fixed income investment upon issue94.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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