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

ISIN: CH1273470562 Security: 127347056 Symbol: Z08E2Z Life cycle
Secondary market

Bid Price 102.32%

Ask Price 102.82%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 14.05.2024 02:15:10

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Nestlé N94.9897.46CHF87.71 (90.00%)7.69%11.4007
Novartis N93.2583.76CHF75.38 (90.00%)19.06%13.2654
Roche GS223.8237.75CHF213.98 (90.00%)4.09%4.6734

Reference data

ISIN CH1273470562
Security 127347056
Symbol Z08E2Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.75% (6.75% )
Coupon paymentguaranteed
Interest portion p.a.1.64%
Premium portion p.a.5.11%
Coupon date01.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.10.2023
Payment day01.11.2023
First trading day01.11.2023
Last trading day28.10.2024
Final fixing day28.10.2024
Redemption date01.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term166
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 -6.16%

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 Return1.64%
Cash value of fixed income investment upon issue98.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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