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ZKB Callable Barrier Reverse Convertible on worst of
Swiss Market Index SMI/EURO STOXX 50/S&P 500®

ISIN: CH1273466305 Security: 127346630 Symbol: Z08BPZ Life cycle
Secondary market

Bid Price 99.88%

Ask Price 100.58%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 30.07.2024 10:06:05

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index12213.9210'783.15CHF10'783.15
(100.00%)
11.81%5'715.070
(53.00%)
53.26%n.a.
EURO STOXX 50® Index4838.94'099.81EUR4'099.81
(100.00%)
15.29%2'172.899
(53.00%)
55.10%n.a.
S&P 500® Indexn.a.4'258.19USD4'258.19
(100.00%)
22.06%2'256.841
(53.00%)
58.69%n.a.

Reference data

ISIN CH1273466305
Security 127346630
Symbol Z08BPZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'083.00

Coupon

Coupon (Coupon p.a.)8.30% (4.15% )
Coupon paymentguaranteed
Interest portion p.a.1.68%
Premium portion p.a.2.47%
Coupon date10.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.24%

Life cycle

Issue price100.00%
Initial fixing date05.10.2023
Payment day10.10.2023
First trading day10.10.2023
Last trading day06.10.2025
Final fixing day06.10.2025
Redemption date10.10.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term432
Issue amount1'000'000.00

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 13.40%

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 Return1.68%
Cash value of fixed income investment upon issue96.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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