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ZKB Barrier Reverse Convertible on worst of
Swiss Life Holding AG/Novartis AG/Leonteq AG/Helvetia Holding AG/Adecco Group AG

ISIN: CH1303974674 Security: 130397467 Symbol: n.a. Life cycle
Secondary market

Bid Price 71.14%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 13.11.2024 02:45:35

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Life N733.6558.00CHF558.00
(100.00%)
22.71%n.v.n.v1.7921
Novartis N93.6885.545CHF85.55
(100.00%)
6.83%n.v.n.v11.6898
Leonteq N24.339.90CHF39.90
(100.00%)
-64.20%Hitn.v25.0627
Helvetia Hldg N153.7118.15CHF118.15
(100.00%)
19.95%n.v.n.v8.4638
Adecco N22.9841.985CHF41.99
(100.00%)
-75.38%n.v.n.v23.8180

Reference data

ISIN CH1303974674
Security 130397467
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.63

Coupon

Coupon (Coupon p.a.)15.06% (15.06% )
Coupon paymentguaranteed
Interest portion p.a.1.58%
Premium portion p.a.13.48%
Coupon date06.12.2024
Day count convention30/360 (German), modified following
Accrued coupon14.31%

Life cycle

Issue price100.00%
Initial fixing date29.11.2023
Payment day06.12.2023
First trading day06.12.2023
Last trading day29.11.2024
Final fixing day29.11.2024
Redemption date06.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term5
Issue amount100'000.00

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 -42.98%

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 Return1.58%
Cash value of fixed income investment upon issue98.44%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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