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ZKB Autocallable Reverse Convertible on worst of
Logitech International SA/Lonza Group AG/Compagnie Financière Richemont SA

ISIN: CH1273447420 Security: 127344742 Symbol: Z080JZ Life cycle
Secondary market

Bid Price 99.14%

Ask Price 99.84%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 14.06.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Logitech Intl N88.3861.42CHF44.04 (71.70%)50.17%22.7076
Lonza Grp N480.3504.60CHF361.80 (71.70%)24.67%2.7640
Cie Fin Richemont N143.85138.7847CHF99.51 (71.70%)30.82%10.0494

Reference data

ISIN CH1273447420
Security 127344742
Symbol Z080JZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)LOGN + 6.50%
Coupon paymentguaranteed
Interest portion p.a.LOGN
Premium portion p.a.6.500%
Coupon date07.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.07.2023
Payment day07.08.2023
First trading day07.08.2023
Last trading day28.01.2025
Final fixing day28.01.2025
Redemption date07.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term226
Issue amount1'000'000.00

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 -4.82%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.92%
Cash value of fixed income investment upon issue97.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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