Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
Anheuser-Busch InBev SA/NV/Henkel AG & Co. KGaA/Danone SA

ISIN: CH1273464086 Security: 127346408 Symbol: Z08A8Z Life cycle
Secondary market

Bid Price 101.31%

Ask Price 102.01%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 23.05.2024 04:10:56

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Anheuser-Busch A59.8253.195EUR53.20
(100.00%)
11.13%37.237
(70.00%)
37.79%n.a.
Henkel VA83.3867.92EUR67.92
(100.00%)
18.54%47.544
(70.00%)
42.98%n.a.
DANONE A59.3653.975EUR53.98
(100.00%)
9.01%37.783
(70.00%)
36.31%n.a.

Reference data

ISIN CH1273464086
Security 127346408
Symbol Z08A8Z
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'117.15

Coupon

Coupon (Coupon p.a.)11.72% (7.81% )
Coupon paymentguaranteed
Interest portion p.a.1.95%
Premium portion p.a.5.86%
Coupon date27.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.09.2023
Payment day27.09.2023
First trading day27.09.2023
Last trading day20.03.2025
Final fixing day20.03.2025
Redemption date27.03.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term300
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 9.90%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.95%
Cash value of fixed income investment upon issue97.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading