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ZKB Callable Barrier Reverse Convertible on worst of
Lonza Group AG/UBS Group AG/Logitech International SA/Swiss Life Holding AG

ISIN: CH1303977305 Security: 130397730 Symbol: Z08VEZ Life cycle
Secondary market

Bid Price 100.69%

Ask Price 101.39%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 24.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N522.6342.40CHF308.16
(90.00%)
40.92%205.440
(60.00%)
60.61%3.2451
UBS Group AG26.8525.35CHF22.82
(90.00%)
15.06%15.210
(60.00%)
43.37%43.8308
Logitech Intl N79.180.64CHF72.58
(90.00%)
8.43%48.384
(60.00%)
38.96%13.7787
Swiss Life N671586.20CHF527.58
(90.00%)
21.47%351.720
(60.00%)
47.65%1.8954

Reference data

ISIN CH1303977305
Security 130397730
Symbol Z08VEZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.00

Coupon

Coupon (Coupon p.a.)12.00% (12.00% )
Coupon paymentguaranteed
Interest portion p.a.1.39%
Premium portion p.a.10.61%
Coupon date29.07.2024
Day count convention30/360 (German), modified following
Accrued coupon1.03%

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 typephysical delivery or cash settlement
Early redemptionNo
Residual term146
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 -1.71%

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 Return1.39%
Cash value of fixed income investment upon issue98.63%
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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