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ZKB Barrier Reverse Convertible on worst of
Novartis AG/Roche Holding AG/Lonza Group AG/Julius Baer Gruppe AG

ISIN: CH1303975028 Security: 130397502 Symbol: n.a. Life cycle
Secondary market

Bid Price 111.01%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 14.06.2024 05:35:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Novartis N95.0184.67CHF84.67
(100.00%)
10.88%59.269
(70.00%)
37.62%11.8106
Roche GS247.6234.975CHF234.98
(100.00%)
5.10%164.483
(70.00%)
33.57%4.2558
Lonza Grp N480.3335.75CHF335.75
(100.00%)
30.10%235.025
(70.00%)
51.07%2.9784
Julius Baer Grp N50.643.65CHF43.65
(100.00%)
13.74%30.555
(70.00%)
39.61%22.9095

Reference data

ISIN CH1303975028
Security 130397502
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'158.06

Coupon

Coupon (Coupon p.a.)15.81% (15.85% )
Coupon paymentguaranteed
Interest portion p.a.1.57%
Premium portion p.a.14.28%
Coupon date06.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.11.2023
Payment day07.12.2023
First trading day07.12.2023
Last trading day29.11.2024
Final fixing day29.11.2024
Redemption date06.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term166
Issue amount25'000.00

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 5.37%

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 Return1.57%
Cash value of fixed income investment upon issue98.46%
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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