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ZKB Callable Reverse Convertible on worst of
Apple Inc/Molson Coors Brewing Co

ISIN: CH1273457502 Security: 127345750 Symbol: Z086TZ Life cycle
Secondary market

Bid Price 99.04%

Ask Price 99.74%

Currency USD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 08.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Apple A184.57178.61USD119.67 (67.00%)34.35%8.3564
Molson Coors Brew A58.8162.85USD42.11 (67.00%)28.05%23.7476

Reference data

ISIN CH1273457502
Security 127345750
Symbol Z086TZ
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)10.56% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.5.22%
Premium portion p.a.1.78%
Coupon date03.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.08.2023
Payment day01.09.2023
First trading day01.09.2023
Last trading day25.02.2025
Final fixing day25.02.2025
Redemption date04.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term290
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -6.87%

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 Return5.22%
Cash value of fixed income investment upon issue92.61%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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