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ZKB Callable Barrier Reverse Convertible on worst of
Helvetia Holding AG/SIG Combibloc Group AG/Oracle Corp

ISIN: CH1303979566 Security: 130397956 Symbol: Z08WYZ Life cycle
Secondary market

Bid Price 102.61%

Ask Price 103.31%

Currency qEUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Helvetia Hldg N127.4116.50CHF116.50
(100.00%)
8.56%58.250
(50.00%)
54.28%n.a.
SIG Combibloc Grp N19.2520.40CHF20.40
(100.00%)
-5.97%10.200
(50.00%)
47.01%n.a.
Oracle Corp A122.16105.00USD105.00
(100.00%)
13.85%52.500
(50.00%)
56.92%n.a.

Reference data

ISIN CH1303979566
Security 130397956
Symbol Z08WYZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'136.50

Coupon

Coupon (Coupon p.a.)13.65% (9.10% )
Coupon paymentguaranteed
Interest portion p.a.2.94%
Premium portion p.a.6.16%
Coupon date27.06.2024
Day count convention30/360 (German), modified following
Accrued coupon3.64%

Life cycle

Issue price100.00%
Initial fixing date18.12.2023
Payment day27.12.2023
First trading day27.12.2023
Last trading day18.06.2025
Final fixing day18.06.2025
Redemption date27.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term396
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -5.64%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.94%
Cash value of fixed income investment upon issue95.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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