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18.06% ZKB Barrier Reverse Convertible, 09.12.2024 on worst of TEMN SE/ALO FP/STMN SE/SDZ SE
Sandoz Group AG/TEMENOS AG/Straumann Holding AG/Alstom SA

ISIN: CH1303975374 Security: 130397537 Symbol: n.a. Life cycle
Secondary market

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sandoz Group AG32.2925.625CHF25.63
(100.00%)
10.75%20.500
(80.00%)
28.60%n.a.
Temenos Group AG58.7574.24CHF74.24
(100.00%)
-22.47%59.392
(80.00%)
2.03%n.a.
Straumann Hldg N117118.80CHF118.80
(100.00%)
17.87%95.040
(80.00%)
34.30%n.a.
Alstom A18.7710.8671EUR10.87
(100.00%)
1.47%8.694
(80.00%)
21.18%n.a.

Reference data

ISIN CH1303975374
Security 130397537
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'180.68

Coupon

Coupon (Coupon p.a.)18.07% (18.02% )
Coupon paymentguaranteed
Interest portion p.a.1.54%
Premium portion p.a.16.48%
Coupon date10.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date01.12.2023
Payment day08.12.2023
First trading day08.12.2023
Last trading day02.12.2024
Final fixing day02.12.2024
Redemption date09.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term187
Issue amount150'000.00

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 -18.35%

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
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 Return1.54%
Cash value of fixed income investment upon issue98.48%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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