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ZKB Barrier Reverse Convertible on worst of
Kuehne + Nagel International AG/SIG Combibloc Group AG/Sandoz Group AG

ISIN: CH1303974468 Security: 130397446 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.81%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 15'000.00

Volume n.a.

Date/time (realtime) 27.06.2024 11:45:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Kühne + Nagel Int N258.5252.00CHF252.00
(100.00%)
2.74%163.800
(65.00%)
36.78%19.8413
SIG Combibloc Grp N16.6819.94CHF19.94
(100.00%)
-19.26%12.961
(65.00%)
22.48%250.7523
Sandoz Group AG32.7226.08CHF26.08
(100.00%)
20.17%16.952
(65.00%)
48.11%191.7178

Reference data

ISIN CH1303974468
Security 130397446
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'229.35

Coupon

Coupon (Coupon p.a.)4.59% (6.09% )
Coupon paymentguaranteed
Interest portion p.a.1.67%
Premium portion p.a.4.42%
Coupon date05.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.11.2023
Payment day05.12.2023
First trading day05.12.2023
Last trading day29.08.2024
Final fixing day29.08.2024
Redemption date05.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term62
Issue amount15'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -16.15%

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 Return1.67%
Cash value of fixed income investment upon issue98.76%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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