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ZKB Autocallable Reverse Convertible on worst of
K+S Aktiengesellschaft/Fresenius Medical Care AG/Bayer AG

ISIN: CH1303970482 Security: 130397048 Symbol: Z08RCZ Life cycle
Secondary market

Bid Price 95.25%

Ask Price 95.95%

Currency EUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
K+S N13.84515.10EUR11.33 (75.00%)n.a.88.3002
Fresenius Med Care AG40.435.435EUR26.58 (75.00%)n.a.37.6276
Bayer N28.95540.6125EUR30.46 (75.00%)n.a.32.8306

Reference data

ISIN CH1303970482
Security 130397048
Symbol Z08RCZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)SDF + 12.80%
Coupon paymentguaranteed
Interest portion p.a.SDF
Premium portion p.a.12.800%
Coupon date22.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.11.2023
Payment day22.11.2023
First trading day22.11.2023
Last trading day18.11.2024
Final fixing day18.11.2024
Redemption date22.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term189
Issue amount5'000'000.00

Price data

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

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 Return3.74%
Cash value of fixed income investment upon issue96.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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