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ZKB Reverse Convertible on worst of
The Walt Disney Company/BASF SE/Intel Corp

ISIN: CH1273474762 Security: 127347476 Symbol: Z08FEZ Life cycle
Secondary market

Bid Price 104.37%

Ask Price 104.97%

Currency qUSD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Walt Disney A101.7679.78USD78.18 (98.00%)23.15%n.a.
BASF N48.2241.185EUR40.36 (98.00%)16.40%n.a.
Intel A30.7232.52USD31.87 (98.00%)-3.43%n.a.

Reference data

ISIN CH1273474762
Security 127347476
Symbol Z08FEZ
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)43.50% (14.50% )
Coupon paymentguaranteed
Interest portion p.a.4.76%
Premium portion p.a.9.74%
Coupon date04.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.10.2023
Payment day02.11.2023
First trading day02.11.2023
Last trading day26.10.2026
Final fixing day26.10.2026
Redemption date02.11.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term882
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 -5.25%

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 Return4.76%
Cash value of fixed income investment upon issue86.97%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.11.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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