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9.00% p.a. ZKB Callable Barrier Reverse Convertible, 04.12.2024 on worst of VOW3 GY/MBG GY/BMW GY
Volkswagen AG/Bayerische Motoren Werke AG/Mercedes-Benz Group AG

ISIN: CH1303970474 Security: 130397047 Symbol: Z08RBZ Life cycle
redeemed

Bid Price 101.80%

Ask Price 102.50%

Currency qCHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Volkswagen VA123.3107.00EUR107.00
(100.00%)
13.22%58.850
(55.00%)
52.27%n.a.
BMW A93.894.05EUR94.05
(100.00%)
-0.27%51.728
(55.00%)
44.85%n.a.
Daimler N66.3858.56EUR58.56
(100.00%)
11.78%32.208
(55.00%)
51.48%n.a.

Reference data

ISIN CH1303970474
Security 130397047
Symbol Z08RBZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'090.00

Coupon

Coupon (Coupon p.a.)9.00% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.1.63%
Premium portion p.a.7.37%
Coupon date04.06.2024
Day count convention30/360 (German), modified following
Accrued coupon2.13%

Life cycle

Issue price100.00%
Initial fixing date27.11.2023
Payment day04.12.2023
First trading day04.12.2023
Last trading day27.11.2024
Final fixing day27.11.2024
Redemption date04.12.2024
Redemption typeCash Settlement
Early redemption28.05.2024
Residual term181
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 -0.27%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.63%
Cash value of fixed income investment upon issue98.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date28.05.2024
Redemption amount1'000.00

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