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ZKB Callable Barrier Reverse Convertible on worst of
Moët Hennessy Louis Vuitton SE/Kering SA/Hermes International SA/Hugo Boss AG

ISIN: CH1303976133 Security: 130397613 Symbol: Z08UYZ Life cycle
Secondary market

Bid Price 94.41%

Ask Price 95.11%

Currency EUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 10.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
LVMH A788.4734.50EUR734.50
(100.00%)
6.73%381.940
(52.00%)
51.50%6.8074
Kering N332.45409.00EUR409.00
(100.00%)
-23.16%212.680
(52.00%)
35.96%12.2249
Hermes Int A22962'017.9489EUR2'017.95
(100.00%)
12.26%1'049.333
(52.00%)
54.38%2.4778
Hugo Boss AG N47.967.58EUR67.58
(100.00%)
-40.53%35.142
(52.00%)
26.93%73.9864

Reference data

ISIN CH1303976133
Security 130397613
Symbol Z08UYZ
Currency EUR
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'500.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.3.39%
Premium portion p.a.6.61%
Coupon date20.06.2024
Day count convention30/360 (German), modified following
Accrued coupon1.50%

Life cycle

Issue price100.00%
Initial fixing date14.12.2023
Payment day20.12.2023
First trading day20.12.2023
Last trading day16.12.2024
Final fixing day16.12.2024
Redemption date20.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term217
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 5'000.00
Performance of underlying since issue -28.84%

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 Return3.39%
Cash value of fixed income investment upon issue96.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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