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ZKB Barrier Reverse Convertible on worst of
Schindler Holding AG/Stadler Rail AG/Georg Fischer AG

ISIN: CH1303972108 Security: 130397210 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.63%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 330'000.00

Volume n.a.

Date/time (realtime) 22.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Schindler Hldg PS239.4191.8178CHF163.05
(85.00%)
31.89%143.863
(75.00%)
39.91%30.6664
Stadler Rail N28.233.40CHF28.39
(85.00%)
-0.67%25.050
(75.00%)
11.17%176.1184
Georg Fischer N69.1555.725CHF47.37
(85.00%)
31.50%41.794
(75.00%)
39.56%105.5604

Reference data

ISIN CH1303972108
Security 130397210
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'167.26

Coupon

Coupon (Coupon p.a.)3.35% (6.49% )
Coupon paymentguaranteed
Interest portion p.a.1.70%
Premium portion p.a.4.80%
Coupon date10.06.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.11.2023
Payment day05.12.2023
First trading day05.12.2023
Last trading day03.06.2024
Final fixing day03.06.2024
Redemption date10.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term10
Issue amount330'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -15.57%

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 Return1.70%
Cash value of fixed income investment upon issue99.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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