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ZKB Callable Barrier Reverse Convertible on worst of
Straumann Holding AG/SFS Group AG

ISIN: CH1303987353 Security: 130398735 Symbol: Z08ZSZ Life cycle
Secondary market

Bid Price 98.65%

Ask Price 99.35%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Straumann Hldg N121.45131.75CHF131.75
(100.00%)
-8.48%85.638
(65.00%)
29.49%7.5901
SFS Group AG113.8102.60CHF102.60
(100.00%)
9.84%66.690
(65.00%)
41.40%9.7466

Reference data

ISIN CH1303987353
Security 130398735
Symbol Z08ZSZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'091.09

Coupon

Coupon (Coupon p.a.)9.11% (9.06% )
Coupon paymentguaranteed
Interest portion p.a.1.44%
Premium portion p.a.7.62%
Coupon date18.07.2024
Day count convention30/360 (German), modified following
Accrued coupon0.83%

Life cycle

Issue price100.00%
Initial fixing date11.01.2024
Payment day18.01.2024
First trading day18.01.2024
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date20.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term237
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 -7.82%

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 Return1.44%
Cash value of fixed income investment upon issue98.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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