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

ISIN: CH1303971951 Security: 130397195 Symbol: Z08SMZ Life cycle
Secondary market

Bid Price 98.99%

Ask Price 99.69%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Novartis N92.3284.28CHF75.35 (89.40%)n.a.13.2720
Roche GS225.1237.15CHF212.01 (89.40%)n.a.4.7167
Nestlé N95.1898.29CHF87.87 (89.40%)n.a.11.3803

Reference data

ISIN CH1303971951
Security 130397195
Symbol Z08SMZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)NOVN + 6.00%
Coupon paymentguaranteed
Interest portion p.a.NOVN
Premium portion p.a.6.000%
Coupon date27.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.11.2023
Payment day27.11.2023
First trading day27.11.2023
Last trading day20.11.2024
Final fixing day20.11.2024
Redemption date27.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term191
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

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 Return1.63%
Cash value of fixed income investment upon issue98.40%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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