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ZKB Barrier Reverse Convertible on worst of
Apple Inc/Alphabet Inc/Microsoft Corp

ISIN: CH1303972520 Security: 130397252 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.80%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 25.07.2024 05:45:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Apple A217.49190.4062USD190.41
(100.00%)
13.08%114.244
(60.00%)
47.85%52.5193
Alphabet A -A-167.28136.9055USD136.91
(100.00%)
20.28%82.143
(60.00%)
52.17%73.0431
Microsoft N418.4374.3739USD374.37
(100.00%)
11.31%224.624
(60.00%)
46.78%26.7113

Reference data

ISIN CH1303972520
Security 130397252
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'982.91

Coupon

Coupon (Coupon p.a.)9.83% (9.75% )
Coupon paymentguaranteed
Interest portion p.a.5.30%
Premium portion p.a.4.45%
Coupon date02.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.11.2023
Payment day30.11.2023
First trading day30.11.2023
Last trading day22.11.2024
Final fixing day22.11.2024
Redemption date02.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term118
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue 12.75%

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 Return5.30%
Cash value of fixed income investment upon issue94.93%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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