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

ISIN: CH1303971704 Security: 130397170 Symbol: Z08SEZ Life cycle
Secondary market

Bid Price 105.56%

Ask Price 106.06%

Currency qEUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 14.05.2024 12:13:37

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Allianz N264.4231.00EUR231.00
(100.00%)
12.63%127.050
(55.00%)
51.95%n.a.
Assicuraz.Gen.A24.4318.97EUR18.97
(100.00%)
22.35%10.434
(55.00%)
57.29%n.a.
AXA A33.1928.44EUR28.44
(100.00%)
14.34%15.642
(55.00%)
52.89%n.a.
Zurich Insurance N450437.90CHF437.90
(100.00%)
2.73%240.845
(55.00%)
46.50%n.a.

Reference data

ISIN CH1303971704
Security 130397170
Symbol Z08SEZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.3.62%
Premium portion p.a.4.38%
Coupon date06.06.2024
Day count convention30/360 (German), modified following
Accrued coupon3.58%

Life cycle

Issue price100.00%
Initial fixing date30.11.2023
Payment day06.12.2023
First trading day06.12.2023
Last trading day29.11.2024
Final fixing day29.11.2024
Redemption date06.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term198
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 2.81%

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 Return3.62%
Cash value of fixed income investment upon issue96.51%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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