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ZKB Barrier Reverse Convertible on worst of
Mercedes-Benz Group AG/Vonovia SE/Münchner Rück AG

ISIN: CH1303973320 Security: 130397332 Symbol: n.a. Life cycle
Secondary market

Bid Price 107.20%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Daimler N66.3858.08EUR49.37
(85.00%)
25.63%37.752
(65.00%)
43.13%n.a.
Vonovia N28.5324.875EUR21.14
(85.00%)
25.89%16.169
(65.00%)
43.33%n.a.
Münchener Rück ...459.2389.50EUR331.08
(85.00%)
27.90%253.175
(65.00%)
44.87%n.a.

Reference data

ISIN CH1303973320
Security 130397332
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 250'000.00
Barrier level observation continuous
Maximum repayment 276'647.25

Coupon

Coupon (Coupon p.a.)10.66% (10.63% )
Coupon paymentguaranteed
Interest portion p.a.1.65%
Premium portion p.a.8.98%
Coupon date03.06.2024
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 typeCash Settlement
Early redemptionNo
Residual term179
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 250'000.00
Performance of underlying since issue 14.29%

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 Return1.65%
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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