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

ISIN: CH1273470281 Security: 127347028 Symbol: Z08DNZ Life cycle
Secondary market

Bid Price 100.97%

Ask Price 101.67%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N91.6499.38CHF99.38
(100.00%)
-8.40%58.634
(59.00%)
36.04%10.0624
Novartis N91.1185.21CHF85.21
(100.00%)
6.36%50.274
(59.00%)
44.75%11.7357
Roche GS228.8237.70CHF237.70
(100.00%)
-3.98%140.243
(59.00%)
38.65%4.2070
UBS Group AG28.3121.74CHF21.74
(100.00%)
23.13%12.827
(59.00%)
54.64%45.9982
Zurich Insurance N468.7436.80CHF436.80
(100.00%)
6.69%257.712
(59.00%)
44.95%2.2894

Reference data

ISIN CH1273470281
Security 127347028
Symbol Z08DNZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'078.00

Coupon

Coupon (Coupon p.a.)7.80% (7.80% )
Coupon paymentguaranteed
Interest portion p.a.1.62%
Premium portion p.a.6.18%
Coupon date08.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.46%

Life cycle

Issue price100.00%
Initial fixing date01.11.2023
Payment day08.11.2023
First trading day08.11.2023
Last trading day01.11.2024
Final fixing day01.11.2024
Redemption date08.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term156
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 -7.75%

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 Return1.62%
Cash value of fixed income investment upon issue98.40%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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