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ZKB Reverse Convertible on worst of
Nestlé AG/Roche Holding AG

ISIN: CH1273468764 Security: 127346876 Symbol: Z08DAZ Life cycle
Secondary market

Bid Price 97.29%

Ask Price 97.79%

Currency qEUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 13.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Nestlé N95100.51CHF85.43 (85.00%)10.07%n.a.
Roche GS227.8248.225CHF210.99 (85.00%)7.38%n.a.

Reference data

ISIN CH1273468764
Security 127346876
Symbol Z08DAZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)9.90% (6.60% )
Coupon paymentguaranteed
Interest portion p.a.3.72%
Premium portion p.a.2.88%
Coupon date11.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.10.2023
Payment day11.10.2023
First trading day11.10.2023
Last trading day07.04.2025
Final fixing day07.04.2025
Redemption date11.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term327
Issue amount1'000'000.00

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 -8.23%

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 Return3.72%
Cash value of fixed income investment upon issue94.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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