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ZKB Barrier Reverse Convertible on worst of
Allianz SE/AXA SA/Assicurazioni Generali S.p.A./Münchner Rück AG

ISIN: CH1303968932 Security: 130396893 Symbol: n.a. Life cycle
Secondary market

Bid Price 107.03%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Allianz N265.9226.875EUR226.88
(100.00%)
14.68%113.438
(50.00%)
57.34%4.4077
AXA A33.3727.7575EUR27.76
(100.00%)
16.82%13.879
(50.00%)
58.41%36.0263
Assicuraz.Gen.A23.52519.195EUR19.20
(100.00%)
18.41%9.598
(50.00%)
59.20%52.0969
Münchener Rück ...459.2373.00EUR373.00
(100.00%)
18.77%186.500
(50.00%)
59.39%2.6810

Reference data

ISIN CH1303968932
Security 130396893
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'184.48

Coupon

Coupon (Coupon p.a.)18.45% (9.22% )
Coupon paymentguaranteed
Interest portion p.a.3.33%
Premium portion p.a.5.90%
Coupon date17.11.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.11.2023
Payment day17.11.2023
First trading day17.11.2023
Last trading day10.11.2025
Final fixing day10.11.2025
Redemption date17.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term530
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 17.20%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.33%
Cash value of fixed income investment upon issue93.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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