Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
Straumann Holding AG/Sonova Holding AG/Swiss Re AG

ISIN: CH1273473988 Security: 127347398 Symbol: Z08F4Z Life cycle
Secondary market

Bid Price 101.33%

Ask Price 102.03%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 21.06.2024 02:55:32

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Straumann Hldg N107.45106.95CHF106.95
(100.00%)
0.65%53.475
(50.00%)
50.33%9.3502
Sonova Hldg N270.4214.50CHF214.50
(100.00%)
20.56%107.250
(50.00%)
60.28%4.6620
Swiss Re N112.299.12CHF99.12
(100.00%)
11.46%49.560
(50.00%)
55.73%10.0888

Reference data

ISIN CH1273473988
Security 127347398
Symbol Z08F4Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'109.50

Coupon

Coupon (Coupon p.a.)10.95% (7.30% )
Coupon paymentguaranteed
Interest portion p.a.1.50%
Premium portion p.a.5.80%
Coupon date07.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.10.2023
Payment day07.11.2023
First trading day07.11.2023
Last trading day30.04.2025
Final fixing day30.04.2025
Redemption date07.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term312
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 0.65%

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 Return1.50%
Cash value of fixed income investment upon issue97.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading