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ZKB Autocallable Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG

ISIN: CH1273455084 Security: 127345508 Symbol: Z085TZ Life cycle
Secondary market

Bid Price 98.45%

Ask Price 99.15%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 02:03:08

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Nestlé N95.78102.95CHF94.20 (91.50%)1.69%10.6158
NOVN SDZ Basket236.2253.375CHF81.55 (91.50%)6.94%4.3134

Reference data

ISIN CH1273455084
Security 127345508
Symbol Z085TZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)NESN + 6.00%
Coupon paymentguaranteed
Interest portion p.a.NESN
Premium portion p.a.6.000%
Coupon date23.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.08.2023
Payment day23.08.2023
First trading day23.08.2023
Last trading day19.08.2024
Final fixing day19.08.2024
Redemption date23.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term93
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 -6.93%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.88%
Cash value of fixed income investment upon issue98.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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