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ZKB Barrier Reverse Convertible on worst of
EFG International AG/Zurich Insurance Group AG/Holcim Ltd/Swiss Life Holding AG/Swiss Re AG

ISIN: CH1303974666 Security: 130397466 Symbol: n.a. Life cycle
Secondary market

Bid Price 109.10%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 26.11.2024 10:16:23

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EFG International N11.7210.40CHF10.40
(100.00%)
12.16%6.760
(65.00%)
42.91%96.1538
Zurich Insurance N553433.10CHF433.10
(100.00%)
21.60%281.515
(65.00%)
49.04%2.3089
Holcim N88.4263.72CHF63.72
(100.00%)
28.55%41.418
(65.00%)
53.56%15.6937
Swiss Life N719.4557.60CHF557.60
(100.00%)
22.96%362.440
(65.00%)
49.93%1.7934
Swiss Re N128.8103.075CHF103.08
(100.00%)
20.19%66.999
(65.00%)
48.12%9.7017

Reference data

ISIN CH1303974666
Security 130397466
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'095.19

Coupon

Coupon (Coupon p.a.)9.52% (9.52% )
Coupon paymentguaranteed
Interest portion p.a.1.58%
Premium portion p.a.7.94%
Coupon date06.12.2024
Day count convention30/360 (German), modified following
Accrued coupon9.33%

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 term1
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 13.85%

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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