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ZKB Reverse Convertible on worst of
Vonovia SE/Holcim Ltd/KLA Corporation

ISIN: CH1303971340 Security: 130397134 Symbol: Z08RXZ Life cycle
Secondary market

Bid Price 101.84%

Ask Price 102.34%

Currency qCHF

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
Vonovia N29.9425.19EUR12.60 (50.00%)n.a.n.a.
Holcim N79.3861.76CHF30.88 (50.00%)n.a.n.a.
KLA-Tencor A759.72544.54USD272.27 (50.00%)n.a.n.a.

Reference data

ISIN CH1303971340
Security 130397134
Symbol Z08RXZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)3.90% (3.90% )
Coupon paymentguaranteed
Interest portion p.a.1.63%
Premium portion p.a.2.27%
Coupon date28.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.11.2023
Payment day28.11.2023
First trading day28.11.2023
Last trading day18.11.2024
Final fixing day18.11.2024
Redemption date28.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term185
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 date28.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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