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10.00% p.a. ZKB Callable Barrier Reverse Convertible, 29.01.2025 on worst of UBSG SE/BAER SE/VONN SE
UBS Group AG/Julius Baer Gruppe AG/Vontobel Holding AG

ISIN: CH1303987148 Security: 130398714 Symbol: Z08Z8Z Life cycle
redeemed

Bid Price 102.08%

Ask Price 102.78%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.07.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
UBS Group AG27.1625.36CHF25.36
(100.00%)
7.24%14.455
(57.00%)
47.13%39.4322
Julius Baer Grp N52.1446.52CHF46.52
(100.00%)
10.54%26.516
(57.00%)
49.01%21.4961
Vontobel Holding N58.356.70CHF56.70
(100.00%)
4.06%32.319
(57.00%)
45.31%17.6367

Reference data

ISIN CH1303987148
Security 130398714
Symbol Z08Z8Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.40%
Premium portion p.a.8.60%
Coupon date29.07.2024
Day count convention30/360 (German), modified following
Accrued coupon2.36%

Life cycle

Issue price100.00%
Initial fixing date22.01.2024
Payment day29.01.2024
First trading day29.01.2024
Last trading day22.01.2025
Final fixing day22.01.2025
Redemption date29.01.2025
Redemption typephysical delivery or cash settlement
Early redemption22.07.2024
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 4.23%

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 Return1.40%
Cash value of fixed income investment upon issue98.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date22.07.2024
Redemption amount1'000.00

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