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ZKB Barrier Reverse Convertible on worst of
Siegfried Holding AG/Ypsomed Holding AG/PolyPeptide Group AG

ISIN: CH1303966563 Security: 130396656 Symbol: n.a. Life cycle
Secondary market

Bid Price 115.73%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 29.08.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Siegfried Holding N1110735.25CHF735.25
(100.00%)
33.76%514.675
(70.00%)
53.63%1.3601
Ypsomed Hldg N415254.00CHF254.00
(100.00%)
38.80%177.800
(70.00%)
57.16%3.9370
PolyPeptide Grp N34.2519.59CHF19.59
(100.00%)
42.80%13.713
(70.00%)
59.96%51.0465

Reference data

ISIN CH1303966563
Security 130396656
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'169.95

Coupon

Coupon (Coupon p.a.)16.99% (16.95% )
Coupon paymentguaranteed
Interest portion p.a.1.61%
Premium portion p.a.15.33%
Coupon date11.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.11.2023
Payment day10.11.2023
First trading day10.11.2023
Last trading day04.11.2024
Final fixing day04.11.2024
Redemption date11.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term65
Issue amount20'000.00

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 50.97%

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 Return1.61%
Cash value of fixed income investment upon issue98.41%
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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