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ZKB Barrier Reverse Convertible on worst of
Adecco Group AG/VAT Group AG/EFG International AG/Leonteq AG

ISIN: CH1303972876 Security: 130397287 Symbol: n.a. Life cycle
Secondary market

Bid Price 73.88%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:32

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adecco N22.9441.625CHF41.63
(100.00%)
-81.45%n.v.n.v24.0240
VAT Group N337.7372.20CHF372.20
(100.00%)
-10.22%n.v.n.v2.6867
EFG International N11.9410.64CHF10.64
(100.00%)
10.89%n.v.n.v93.9850
Leonteq N24.4539.725CHF39.73
(100.00%)
-62.47%Hitn.v25.1731

Reference data

ISIN CH1303972876
Security 130397287
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'189.97

Coupon

Coupon (Coupon p.a.)19.00% (18.89% )
Coupon paymentguaranteed
Interest portion p.a.1.63%
Premium portion p.a.17.26%
Coupon date02.12.2024
Day count convention30/360 (German), modified following
Accrued coupon18.68%

Life cycle

Issue price100.00%
Initial fixing date23.11.2023
Payment day30.11.2023
First trading day30.11.2023
Last trading day25.11.2024
Final fixing day25.11.2024
Redemption date02.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term3
Issue amount100'000.00

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 -44.89%

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 Return1.63%
Cash value of fixed income investment upon issue98.39%
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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