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ZKB Barrier Reverse Convertible auf
S&P 500®

ISIN: CH1303974005 Security: 130397400 Symbol: n.a. Life cycle
redeemed

Bid Price 100.40%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 400'000.00

Volume n.a.

Date/time (realtime) 16.07.2024 10:15:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.v4'552.8832USD4'552.88
(100.00%)
19.15%3'414.662
(75.00%)
39.36%n.a.

Reference data

ISIN CH1303974005
Security 130397400
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'033.44

Coupon

Coupon (Coupon p.a.)3.34% (5.26% )
Coupon paymentguaranteed
Interest portion p.a.3.92%
Premium portion p.a.1.34%
Coupon daten.a.
Day count conventionAct/365 (Englisch), 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 day16.07.2024
Final fixing day16.07.2024
Redemption date23.07.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount400'000.00

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 23.68%

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 Return3.92%
Cash value of fixed income investment upon issue97.59%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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