Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Caterpillar Inc/3M - Solventum Basket/Boeing Co

ISIN: CH1303980044 Security: 130398004 Symbol: Z08XRZ Life cycle
Secondary market

Bid Price 81.17%

Ask Price 80.85%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 10.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Caterpillar A354.79292.96USD292.96
(100.00%)
17.46%n.v.n.v3.4134
Boeing A178.51263.51USD263.51
(100.00%)
-46.67%Hitn.v3.7949

Reference data

ISIN CH1303980044
Security 130398004
Symbol Z08XRZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'143.50

Coupon

Coupon (Coupon p.a.)14.35% (14.35% )
Coupon paymentguaranteed
Interest portion p.a.4.95%
Premium portion p.a.9.40%
Coupon date27.06.2024
Day count convention30/360 (German), modified following
Accrued coupon5.50%

Life cycle

Issue price100.00%
Initial fixing date19.12.2023
Payment day27.12.2023
First trading day27.12.2023
Last trading day19.12.2024
Final fixing day19.12.2024
Redemption date27.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term221
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 -31.82%

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 Return4.95%
Cash value of fixed income investment upon issue95.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading