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ZKB Barrier Reverse Convertible on worst of
EURO STOXX 50/S&P 500®/Swiss Market Index SMI

ISIN: CH1303971431 Security: 130397143 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.45%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 12:15:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EURO STOXX 50® Index5043.144'337.2544EUR4'337.25
(100.00%)
14.02%3'252.941
(75.00%)
35.52%n.a.
S&P 500® Indexn.a.4'505.9429USD4'505.94
(100.00%)
15.09%3'379.457
(75.00%)
36.32%n.a.
SMI® Index11994.2210'749.6237CHF10'749.62
(100.00%)
10.37%8'062.218
(75.00%)
32.78%n.a.

Reference data

ISIN CH1303971431
Security 130397143
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'072.97

Coupon

Coupon (Coupon p.a.)7.30% (7.34% )
Coupon paymentguaranteed
Interest portion p.a.5.29%
Premium portion p.a.2.05%
Coupon date28.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.11.2023
Payment day27.11.2023
First trading day27.11.2023
Last trading day18.11.2024
Final fixing day18.11.2024
Redemption date25.11.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term178
Issue amount300'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 11.58%

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 Return5.29%
Cash value of fixed income investment upon issue95.01%
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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