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ZKB Barrier Reverse Convertible on worst of
BB Biotech AG/mobilezone holding ag/Cembra Money Bank AG/Swiss Life Holding AG/EFG International AG

ISIN: CH1303965938 Security: 130396593 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.60%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 05.07.2024 05:45:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BB Biotech N39.5537.95CHF37.95
(100.00%)
4.05%24.668
(65.00%)
37.63%26.3505
Mobilezone Holding N13.9414.18CHF14.18
(100.00%)
-1.72%9.217
(65.00%)
33.88%70.5219
Cembra Money Bank N76.663.65CHF63.65
(100.00%)
16.91%41.373
(65.00%)
45.99%15.7109
Swiss Life N659.4588.20CHF588.20
(100.00%)
10.80%382.330
(65.00%)
42.02%1.7001
EFG International N13.2610.56CHF10.56
(100.00%)
20.36%6.864
(65.00%)
48.24%94.6970

Reference data

ISIN CH1303965938
Security 130396593
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'098.39

Coupon

Coupon (Coupon p.a.)9.84% (9.78% )
Coupon paymentguaranteed
Interest portion p.a.1.60%
Premium portion p.a.8.18%
Coupon date11.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.11.2023
Payment day09.11.2023
First trading day09.11.2023
Last trading day04.11.2024
Final fixing day04.11.2024
Redemption date11.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term121
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -1.69%

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 Return1.60%
Cash value of fixed income investment upon issue98.42%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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