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ZKB Reverse Convertible on worst of
Moët Hennessy Louis Vuitton SE/Essilor International SA/INDUSTRIA DE DISENO TEXTIL S.A.

ISIN: CH1303971266 Security: 130397126 Symbol: Z08RWZ Life cycle
Secondary market

Bid Price 101.01%

Ask Price 101.51%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
LVMH A789713.60EUR463.84 (65.00%)n.a.2.1559
Essilor Inter SA A208.1179.38EUR116.60 (65.00%)n.a.8.5766
Inditex A43.835.66EUR23.18 (65.00%)n.a.43.1425

Reference data

ISIN CH1303971266
Security 130397126
Symbol Z08RWZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)2.75% (5.50% )
Coupon paymentguaranteed
Interest portion p.a.3.96%
Premium portion p.a.1.54%
Coupon date27.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.11.2023
Payment day27.11.2023
First trading day27.11.2023
Last trading day17.05.2024
Final fixing day17.05.2024
Redemption date27.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
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 Return3.96%
Cash value of fixed income investment upon issue98.08%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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