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ZKB Barrier Reverse Convertible on worst of
Porsche Automobil Holding SE/Ferrari N.V./Mercedes-Benz Group AG

ISIN: CH1303971126 Security: 130397112 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.37%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 31.10.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Porsche A Hldg VA38.1346.355EUR46.36
(100.00%)
-21.57%30.131
(65.00%)
20.98%n.a.
Ferrari A438.45328.50EUR328.50
(100.00%)
25.08%213.525
(65.00%)
51.30%n.a.
Daimler N55.758.19EUR58.19
(100.00%)
-4.47%37.824
(65.00%)
32.09%n.a.

Reference data

ISIN CH1303971126
Security 130397112
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'089.51

Coupon

Coupon (Coupon p.a.)8.95% (8.90% )
Coupon paymentguaranteed
Interest portion p.a.1.62%
Premium portion p.a.7.28%
Coupon date25.11.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon3.96%

Life cycle

Issue price100.00%
Initial fixing date17.11.2023
Payment day24.11.2023
First trading day24.11.2023
Last trading day18.11.2024
Final fixing day18.11.2024
Redemption date25.11.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term17
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 -17.74%

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 securitiesNo
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 date25.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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