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ZKB Barrier Reverse Convertible on worst of
Holcim Ltd/Zurich Insurance Group AG/Swiss Re AG/Swiss Life Holding AG

ISIN: CH1303972868 Security: 130397286 Symbol: n.a. Life cycle
Secondary market

Bid Price 109.95%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 18.07.2024 04:15:46

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Holcim N83.9463.02CHF63.02
(100.00%)
24.76%47.265
(75.00%)
43.57%15.8680
Zurich Insurance N481.1431.00CHF431.00
(100.00%)
10.56%323.250
(75.00%)
32.92%2.3202
Swiss Re N109.35101.775CHF101.78
(100.00%)
7.05%76.331
(75.00%)
30.29%9.8256
Swiss Life N674.4554.00CHF554.00
(100.00%)
17.85%415.500
(75.00%)
38.39%1.8051

Reference data

ISIN CH1303972868
Security 130397286
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'128.68

Coupon

Coupon (Coupon p.a.)12.87% (12.80% )
Coupon paymentguaranteed
Interest portion p.a.1.63%
Premium portion p.a.11.17%
Coupon date02.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

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 term129
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 7.59%

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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