Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG/UBS Group AG/Zurich Insurance Group AG

ISIN: CH1273452776 Security: 127345277 Symbol: Z084HZ Life cycle
Secondary market

Bid Price 100.83%

Ask Price 101.53%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.06.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N91.72103.30CHF103.30
(100.00%)
-12.60%56.815
(55.00%)
38.07%9.6805
Roche GS249.5257.95CHF257.95
(100.00%)
-3.30%141.873
(55.00%)
43.18%3.8767
UBS Group AG26.4520.79CHF20.79
(100.00%)
21.55%11.435
(55.00%)
56.85%48.1000
Zurich Insurance N479.1407.60CHF407.60
(100.00%)
14.89%224.180
(55.00%)
53.19%2.4534

Reference data

ISIN CH1273452776
Security 127345277
Symbol Z084HZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'116.25

Coupon

Coupon (Coupon p.a.)11.63% (7.75% )
Coupon paymentguaranteed
Interest portion p.a.1.89%
Premium portion p.a.5.86%
Coupon date26.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.82%

Life cycle

Issue price100.00%
Initial fixing date17.08.2023
Payment day24.08.2023
First trading day24.08.2023
Last trading day17.02.2025
Final fixing day17.02.2025
Redemption date24.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term232
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 -11.19%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.89%
Cash value of fixed income investment upon issue97.23%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading