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ZKB Callable Barrier Reverse Convertible on worst of
adidas AG/Lululemon Athletica Inc/Under Armour Inc

ISIN: CH1273451281 Security: 127345128 Symbol: Z083HZ Life cycle
Secondary market

Bid Price 103.52%

Ask Price 104.22%

Currency qUSD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 08.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adidas N223.3177.18EUR177.18
(100.00%)
20.37%106.308
(60.00%)
52.22%n.a.
Lululemon Athletic.N352.95382.33USD382.33
(100.00%)
-9.76%229.398
(60.00%)
34.14%n.a.
Under Armour A -A-6.797.81USD7.81
(100.00%)
-17.18%4.686
(60.00%)
29.69%n.a.

Reference data

ISIN CH1273451281
Security 127345128
Symbol Z083HZ
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'250.00

Coupon

Coupon (Coupon p.a.)25.00% (25.00% )
Coupon paymentguaranteed
Interest portion p.a.5.37%
Premium portion p.a.19.63%
Coupon date16.05.2024
Day count convention30/360 (German), modified following
Accrued coupon5.97%

Life cycle

Issue price100.00%
Initial fixing date09.08.2023
Payment day16.08.2023
First trading day16.08.2023
Last trading day09.08.2024
Final fixing day09.08.2024
Redemption date16.08.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term90
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 -14.66%

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 Return5.37%
Cash value of fixed income investment upon issue94.91%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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