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ZKB Callable Barrier Reverse Convertible on worst of
Geberit AG/Holcim Ltd/Sika AG

ISIN: CH1303976489 Security: 130397648 Symbol: Z08V9Z Life cycle
Secondary market

Bid Price 100.51%

Ask Price 101.21%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.07.2024 09:19:27

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit N562.8494.20CHF494.20
(100.00%)
11.21%331.114
(67.00%)
40.51%2.0235
Holcim N83.6664.70CHF64.70
(100.00%)
22.10%43.349
(67.00%)
47.81%15.4560
Sika N263.4238.60CHF238.60
(100.00%)
8.62%159.862
(67.00%)
38.77%4.1911

Reference data

ISIN CH1303976489
Security 130397648
Symbol Z08V9Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'144.00

Coupon

Coupon (Coupon p.a.)14.40% (9.60% )
Coupon paymentguaranteed
Interest portion p.a.1.28%
Premium portion p.a.8.32%
Coupon date12.09.2024
Day count convention30/360 (German), modified following
Accrued coupon1.09%

Life cycle

Issue price100.00%
Initial fixing date05.12.2023
Payment day12.12.2023
First trading day12.12.2023
Last trading day05.06.2025
Final fixing day05.06.2025
Redemption date12.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term317
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 9.43%

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 Return1.28%
Cash value of fixed income investment upon issue98.11%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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