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ZKB Barrier Reverse Convertible on worst of
Stadler Rail AG/Huber + Suhner AG/medmix AG

ISIN: CH1303970987 Security: 130397098 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.65%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 10:15:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Stadler Rail N28.3533.57CHF33.57
(100.00%)
-17.58%23.499
(70.00%)
17.69%29.7885
Huber + Suhner N78.465.45CHF65.45
(100.00%)
16.30%45.815
(70.00%)
41.41%15.2788
medmix AG N16.9419.11CHF19.11
(100.00%)
-11.36%13.377
(70.00%)
22.05%52.3286

Reference data

ISIN CH1303970987
Security 130397098
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'032.55

Coupon

Coupon (Coupon p.a.)3.26% (6.12% )
Coupon paymentguaranteed
Interest portion p.a.1.71%
Premium portion p.a.4.41%
Coupon date04.06.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.11.2023
Payment day23.11.2023
First trading day23.11.2023
Last trading day28.05.2024
Final fixing day28.05.2024
Redemption date04.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term4
Issue amount150'000.00

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 -14.95%

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 Return1.71%
Cash value of fixed income investment upon issue99.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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