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ZKB Reverse Convertible on worst of
Baloise-Holding AG/Helvetia Holding AG/Zurich Insurance Group AG/Swiss Life Holding AG

ISIN: CH1273470174 Security: 127347017 Symbol: Z08DIZ Life cycle
Secondary market

Bid Price 100.92%

Ask Price 101.42%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bâloise-Hldg N145.5129.55CHF113.10 (87.30%)22.06%8.8420
Helvetia Hldg N124.7123.95CHF108.21 (87.30%)13.09%9.2414
Zurich Insurance N457.4427.25CHF372.99 (87.30%)18.49%2.6810
Swiss Life N648.8584.00CHF509.83 (87.30%)21.35%1.9614

Reference data

ISIN CH1273470174
Security 127347017
Symbol Z08DIZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)10.02% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.1.72%
Premium portion p.a.6.28%
Coupon date22.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.10.2023
Payment day19.10.2023
First trading day19.10.2023
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date20.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term246
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 0.44%

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 Return1.72%
Cash value of fixed income investment upon issue97.89%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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