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ZKB Barrier Reverse Convertible on worst of
Siemens AG/Moët Hennessy Louis Vuitton SE/Volkswagen AG

ISIN: CH1303973387 Security: 130397338 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.46%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 02:30:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Siemens N174.4150.52EUR150.52
(100.00%)
13.87%90.312
(60.00%)
48.32%6.6436
LVMH A692.9708.15EUR708.15
(100.00%)
-2.14%424.890
(60.00%)
38.71%1.4121
Volkswagen VA106.7106.50EUR106.50
(100.00%)
0.23%63.900
(60.00%)
40.14%9.3897

Reference data

ISIN CH1303973387
Security 130397338
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'137.82

Coupon

Coupon (Coupon p.a.)13.78% (9.17% )
Coupon paymentguaranteed
Interest portion p.a.3.52%
Premium portion p.a.5.65%
Coupon date02.09.2024
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 day26.05.2025
Final fixing day26.05.2025
Redemption date02.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term307
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -2.10%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.52%
Cash value of fixed income investment upon issue94.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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