Inhaltsseite: Home

ZKB Reverse Convertible on worst of
BHP Group LTD/Glencore PLC/Rio Tinto PLC

ISIN: CH1273473392 Security: 127347339 Symbol: Z08F1Z Life cycle
Secondary market

Bid Price 106.91%

Ask Price 107.41%

Currency GBP

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 13.05.2024 03:45:48

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BHP Billiton Ltd43.2522.53GBP15.77 (70.00%)63.54%63.4075
Glencore PLC4.754.2555GBP2.98 (70.00%)37.32%335.7000
Rio Tinto A55.6848.905GBP34.23 (70.00%)38.51%29.2112

Reference data

ISIN CH1273473392
Security 127347339
Symbol Z08F1Z
Currency GBP
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)10.82% (10.88% )
Coupon paymentguaranteed
Interest portion p.a.5.36%
Premium portion p.a.5.52%
Coupon date30.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.10.2023
Payment day02.11.2023
First trading day02.11.2023
Last trading day23.10.2024
Final fixing day23.10.2024
Redemption date30.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term162
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue 11.68%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.36%
Cash value of fixed income investment upon issue94.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading