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15.85% p.a. ZKB Callable Barrier Reverse Convertible, 27.12.2024 on worst of NKE UN/TGT UN/ULTA UW
Nike Inc/Target Corp/Ulta Beauty Inc

ISIN: CH1303979798 Security: 130397979 Symbol: Z08X5Z Life cycle
Secondary market

Bid Price 64.45%

Ask Price 65.15%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nike A -B-72.56121.14USD121.14
(100.00%)
-68.10%Hitn.v8.2549
Target A149137.72USD137.72
(100.00%)
7.11%n.v.n.v7.2611
Ulta Beauty N369.46488.48USD488.48
(100.00%)
-32.02%n.v.n.v2.0472

Reference data

ISIN CH1303979798
Security 130397979
Symbol Z08X5Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'158.50

Coupon

Coupon (Coupon p.a.)15.85% (15.85% )
Coupon paymentguaranteed
Interest portion p.a.4.97%
Premium portion p.a.10.88%
Coupon date27.09.2024
Day count convention30/360 (German), modified following
Accrued coupon1.41%

Life cycle

Issue price100.00%
Initial fixing date18.12.2023
Payment day27.12.2023
First trading day27.12.2023
Last trading day18.12.2024
Final fixing day18.12.2024
Redemption date27.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term142
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -40.51%

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 Return4.97%
Cash value of fixed income investment upon issue95.27%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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