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ZKB Barrier Reverse Convertible on worst of
UBS Group AG/Sandoz Group AG/Lonza Group AG

ISIN: CH1303972942 Security: 130397294 Symbol: n.a. Life cycle
Secondary market

Bid Price 107.82%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 05.07.2024 05:45:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
UBS Group AG27.2223.185CHF23.19
(100.00%)
14.82%13.911
(60.00%)
48.89%43.1313
Sandoz Group AG33.5925.845CHF25.85
(100.00%)
23.06%15.507
(60.00%)
53.83%38.6922
Lonza Grp N502.2347.75CHF347.75
(100.00%)
30.75%208.650
(60.00%)
58.45%2.8756

Reference data

ISIN CH1303972942
Security 130397294
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'098.54

Coupon

Coupon (Coupon p.a.)9.85% (9.80% )
Coupon paymentguaranteed
Interest portion p.a.1.63%
Premium portion p.a.8.17%
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 term140
Issue amount50'000.00

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 17.40%

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 issue98.38%
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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