Inhaltsseite: Home

6.21% ZKB Barrier Reverse Convertible, 04.12.2024 on worst of SCMN SE/KOMN SE
Swisscom AG/Komax Holding AG

ISIN: CH1303973841 Security: 130397384 Symbol: n.a. Life cycle
Secondary market

Bid Price 73.42%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 18.06.2024 03:50:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swisscom N498516.80CHF516.80
(100.00%)
-4.03%n.v.n.v1.9350
Komax Hldg N133194.60CHF194.60
(100.00%)
-45.01%Hitn.v5.1387

Reference data

ISIN CH1303973841
Security 130397384
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'062.14

Coupon

Coupon (Coupon p.a.)6.21% (6.21% )
Coupon paymentguaranteed
Interest portion p.a.1.65%
Premium portion p.a.4.56%
Coupon date04.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.11.2023
Payment day04.12.2023
First trading day04.12.2023
Last trading day27.11.2024
Final fixing day27.11.2024
Redemption date04.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term161
Issue amount20'000.00

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 -31.04%

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 Return1.65%
Cash value of fixed income investment upon issue98.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading