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ZKB Autocallable Barrier Reverse Convertible on worst of
BASF SE/Deutsche Telekom AG/Siemens AG

ISIN: CH1303980663 Security: 130398066 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.13%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
BASF N48.448.4475EUR48.448 (100.00%)-0.10%29.069 (60.00%)39.94%
Deutsche Telekom N22.1121.6825EUR21.683 (100.00%)1.93%13.010 (60.00%)41.16%
Siemens N173.7169.11EUR169.110 (100.00%)2.64%101.466 (60.00%)41.59%

Reference data

ISIN CH1303980663
Security 130398066
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)BAS + 10.35%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date20.12.2023
Payment day29.12.2023
First trading day29.12.2023
Last trading day19.12.2024
Final fixing day19.12.2024
Redemption date30.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date24.06.2024
Residual term209
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -0.10%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

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 Return3.31%
Cash value of fixed income investment upon issue96.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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