Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
SFS Group AG/Logitech International SA/Lonza Group AG/VAT Group AG

ISIN: CH1303973171 Security: 130397317 Symbol: n.a. Life cycle
Secondary market

Bid Price 111.50%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 04:58:40

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SFS Group AG128.295.35CHF95.35
(100.00%)
25.51%61.978
(65.00%)
51.58%10.4877
Logitech Intl N87.7274.78CHF74.78
(100.00%)
15.14%48.607
(65.00%)
44.84%13.3726
Lonza Grp N510.2349.85CHF349.85
(100.00%)
31.64%227.403
(65.00%)
55.57%2.8584
VAT Group N498.4374.80CHF374.80
(100.00%)
25.13%243.620
(65.00%)
51.33%2.6681

Reference data

ISIN CH1303973171
Security 130397317
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'157.94

Coupon

Coupon (Coupon p.a.)15.79% (15.75% )
Coupon paymentguaranteed
Interest portion p.a.1.64%
Premium portion p.a.14.11%
Coupon date02.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.11.2023
Payment day01.12.2023
First trading day01.12.2023
Last trading day25.11.2024
Final fixing day25.11.2024
Redemption date02.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term185
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 17.84%

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 Return1.64%
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-

Ajax loading