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ZKB Callable Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Swiss Life Holding AG/Swiss Re AG

ISIN: CH1303966852 Security: 130396685 Symbol: Z08GNZ Life cycle
Secondary market

Bid Price 100.90%

Ask Price 101.60%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 26.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N478.8430.20CHF430.20
(100.00%)
n.a.258.120
(60.00%)
n.a.2.3245
Swiss Life N669.6570.00CHF570.00
(100.00%)
n.a.342.000
(60.00%)
n.a.1.7544
Swiss Re N108.399.06CHF99.06
(100.00%)
n.a.59.436
(60.00%)
n.a.10.0949

Reference data

ISIN CH1303966852
Security 130396685
Symbol Z08GNZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'105.00

Coupon

Coupon (Coupon p.a.)10.50% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.1.51%
Premium portion p.a.5.49%
Coupon date23.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.11.2023
Payment day23.11.2023
First trading day23.11.2023
Last trading day16.05.2025
Final fixing day16.05.2025
Redemption date23.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term291
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

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 Return1.51%
Cash value of fixed income investment upon issue97.78%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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