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ZKB Barrier Reverse Convertible on worst of
adidas AG/PUMA SE/Nike Inc/Under Armour Inc

ISIN: CH1273468178 Security: 127346817 Symbol: Z08CYZ Life cycle
Secondary market

Bid Price 102.83%

Ask Price 103.33%

Currency qEUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 04:42:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adidas N229.4170.40EUR170.40
(100.00%)
25.72%85.200
(50.00%)
62.86%n.a.
Puma A51.5450.92EUR50.92
(100.00%)
1.20%25.460
(50.00%)
50.60%n.a.
Nike A -B-91.89102.04USD102.04
(100.00%)
-11.02%51.020
(50.00%)
44.49%n.a.
Under Armour A -A-6.5857.00USD7.00
(100.00%)
-6.54%3.500
(50.00%)
46.73%n.a.

Reference data

ISIN CH1273468178
Security 127346817
Symbol Z08CYZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'145.00

Coupon

Coupon (Coupon p.a.)14.50% (14.50% )
Coupon paymentguaranteed
Interest portion p.a.3.91%
Premium portion p.a.10.59%
Coupon date23.10.2024
Day count convention30/360 (German), modified following
Accrued coupon1.13%

Life cycle

Issue price100.00%
Initial fixing date16.10.2023
Payment day23.10.2023
First trading day23.10.2023
Last trading day16.10.2024
Final fixing day16.10.2024
Redemption date23.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term151
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 -9.92%

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 Return3.91%
Cash value of fixed income investment upon issue96.24%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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