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ZKB Callable Barrier Reverse Convertible on worst of
ING Group NV/BNP Paribas SA/Unicredit SpA

ISIN: CH1273464268 Security: 127346426 Symbol: Z08AEZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ING Groep16.41612.478EUR12.48
(100.00%)
18.64%6.239
(50.00%)
59.32%80.1410
BNP Paribas A71.5259.69EUR59.69
(100.00%)
8.76%29.845
(50.00%)
54.38%16.7532
UNICREDIT36.207522.055EUR22.06
(100.00%)
37.11%11.028
(50.00%)
68.56%45.3412

Reference data

ISIN CH1273464268
Security 127346426
Symbol Z08AEZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'107.50

Coupon

Coupon (Coupon p.a.)10.75% (10.75% )
Coupon paymentguaranteed
Interest portion p.a.3.95%
Premium portion p.a.6.80%
Coupon date09.07.2024
Day count convention30/360 (German), modified following
Accrued coupon2.63%

Life cycle

Issue price100.00%
Initial fixing date02.10.2023
Payment day09.10.2023
First trading day09.10.2023
Last trading day02.10.2024
Final fixing day02.10.2024
Redemption date09.10.2024
Redemption typephysical delivery or cash settlement
Early redemption02.04.2024
Residual term139
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 9.60%

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 Return3.95%
Cash value of fixed income investment upon issue96.20%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date02.04.2024
Redemption amount1'000.00

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