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ZKB Reverse Convertible on worst of
The Walt Disney Company/BASF SE/Intel Corp

ISIN: CH1273474747 Security: 127347474 Symbol: Z08FDZ Life cycle
Secondary market

Bid Price 86.05%

Ask Price 86.55%

Currency qEUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Walt Disney A114.7279.78USD78.18 (98.00%)32.23%n.a.
BASF N42.1141.185EUR40.36 (98.00%)4.15%n.a.
Intel A24.4432.52USD31.87 (98.00%)-29.89%n.a.

Reference data

ISIN CH1273474747
Security 127347474
Symbol Z08FDZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)38.10% (12.70% )
Coupon paymentguaranteed
Interest portion p.a.3.22%
Premium portion p.a.9.48%
Coupon date03.11.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.10.2023
Payment day02.11.2023
First trading day02.11.2023
Last trading day26.10.2026
Final fixing day26.10.2026
Redemption date02.11.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term703
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 -24.55%

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 Return3.22%
Cash value of fixed income investment upon issue90.93%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.11.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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