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ZKB Barrier Reverse Convertible auf
DocMorris AG

ISIN: CH1303988583 Security: 130398858 Symbol: Z0905Z Life cycle
Secondary market

Bid Price 102.70%

Ask Price 103.20%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 08.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
DocMorris N7571.90CHF71.90
(100.00%)
4.13%46.735
(65.00%)
37.69%13.9082

Reference data

ISIN CH1303988583
Security 130398858
Symbol Z0905Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.50

Coupon

Coupon (Coupon p.a.)12.05% (24.10% )
Coupon paymentguaranteed
Interest portion p.a.1.58%
Premium portion p.a.22.52%
Coupon date22.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.01.2024
Payment day22.01.2024
First trading day22.01.2024
Last trading day15.07.2024
Final fixing day15.07.2024
Redemption date22.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term66
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 4.31%

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 Return1.58%
Cash value of fixed income investment upon issue99.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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