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ZKB Barrier Reverse Convertible auf
S&P 500®

ISIN: CH1303972686 Security: 130397268 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.24%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 13.09.2024 10:15:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.a.4'564.2362USD4'564.24
(100.00%)
18.43%3'423.177
(75.00%)
38.83%n.a.

Reference data

ISIN CH1303972686
Security 130397268
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'026.48

Coupon

Coupon (Coupon p.a.)2.65% (3.17% )
Coupon paymentguaranteed
Interest portion p.a.1.66%
Premium portion p.a.1.51%
Coupon date30.09.2024
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 day23.09.2024
Final fixing day23.09.2024
Redemption date30.09.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term9
Issue amount500'000.00

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 22.60%

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 Return1.66%
Cash value of fixed income investment upon issue98.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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