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ZKB Barrier Reverse Convertible on worst of
Compagnie Financière Richemont SA/Zurich Insurance Group AG/Roche Holding AG/Swiss Life Holding AG/The Swatch Group AG

ISIN: CH1303972348 Security: 130397234 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.19%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 26.07.2024 05:40:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cie Fin Richemont N134.9113.575CHF113.58
(100.00%)
15.81%62.466
(55.00%)
53.69%8.8048
Zurich Insurance N478.8432.85CHF432.85
(100.00%)
9.60%238.068
(55.00%)
50.28%2.3103
Roche GS286236.65CHF236.65
(100.00%)
17.26%130.158
(55.00%)
54.49%4.2257
Swiss Life N669.6566.10CHF566.10
(100.00%)
15.46%311.355
(55.00%)
53.50%1.7665
The Swatch Grp A177234.95CHF234.95
(100.00%)
-32.74%129.223
(55.00%)
26.99%4.2562

Reference data

ISIN CH1303972348
Security 130397234
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'084.48

Coupon

Coupon (Coupon p.a.)8.45% (8.45% )
Coupon paymentguaranteed
Interest portion p.a.1.62%
Premium portion p.a.6.83%
Coupon date28.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.11.2023
Payment day28.11.2023
First trading day28.11.2023
Last trading day21.11.2024
Final fixing day21.11.2024
Redemption date28.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term115
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 -24.66%

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 Return1.62%
Cash value of fixed income investment upon issue98.41%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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