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ZKB Barrier Reverse Convertible on worst of
BELIMO Holding AG/INTERROLL HOLDING AG/Georg Fischer AG

ISIN: CH1303965375 Security: 130396537 Symbol: n.a. Life cycle
Secondary market

Bid Price 108.81%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 31.10.2024 10:55:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Belimo Hldg Nn.v379.30CHF379.30
(100.00%)
33.69%254.131
(67.00%)
55.57%13.1822
Interroll Hldg Nn.v2'360.00CHF2'360.00
(100.00%)
-3.28%1'581.200
(67.00%)
30.80%2.1186
Georg Fischer Nn.v46.93CHF46.93
(100.00%)
25.33%31.443
(67.00%)
49.97%106.5417

Reference data

ISIN CH1303965375
Security 130396537
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'452.77

Coupon

Coupon (Coupon p.a.)9.06% (9.06% )
Coupon paymentguaranteed
Interest portion p.a.1.62%
Premium portion p.a.7.43%
Coupon date07.11.2024
Day count convention30/360 (German), modified following
Accrued coupon9.01%

Life cycle

Issue price100.00%
Initial fixing date31.10.2023
Payment day07.11.2023
First trading day07.11.2023
Last trading day31.10.2024
Final fixing day31.10.2024
Redemption date07.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -3.18%

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 Return1.62%
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 date07.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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