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

ISIN: CH1273462569 Security: 127346256 Symbol: Z089QZ Life cycle
Secondary market

Bid Price 102.14%

Ask Price 102.64%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AXA A33.4228.62EUR28.62
(100.00%)
14.47%18.603
(65.00%)
44.40%34.9406
Allianz N265.4229.35EUR229.35
(100.00%)
13.45%149.078
(65.00%)
43.74%4.3601
Assicuraz.Gen.A24.70519.505EUR19.51
(100.00%)
21.05%12.678
(65.00%)
48.68%51.2689

Reference data

ISIN CH1273462569
Security 127346256
Symbol Z089QZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.3.97%
Premium portion p.a.6.03%
Coupon date02.10.2024
Day count convention30/360 (German), modified following
Accrued coupon1.22%

Life cycle

Issue price100.00%
Initial fixing date25.09.2023
Payment day02.10.2023
First trading day02.10.2023
Last trading day25.09.2024
Final fixing day25.09.2024
Redemption date02.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term133
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 15.54%

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 Return3.97%
Cash value of fixed income investment upon issue96.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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