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ZKB Barrier Reverse Convertible on worst of
Compagnie Financière Richemont SA/Holcim Ltd/Adecco Group AG

ISIN: CH1303975788 Security: 130397578 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.82%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 10:15:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cie Fin Richemont N144.75110.025CHF110.03
(100.00%)
23.62%71.516
(65.00%)
50.35%90.8884
Holcim N78.4864.60CHF64.60
(100.00%)
17.18%41.990
(65.00%)
46.17%154.7988
Adecco N36.1641.90CHF41.90
(100.00%)
-16.20%27.235
(65.00%)
24.47%238.6635

Reference data

ISIN CH1303975788
Security 130397578
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'490.58

Coupon

Coupon (Coupon p.a.)4.91% (9.81% )
Coupon paymentguaranteed
Interest portion p.a.1.60%
Premium portion p.a.8.21%
Coupon date11.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.12.2023
Payment day11.12.2023
First trading day11.12.2023
Last trading day04.06.2024
Final fixing day04.06.2024
Redemption date11.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term14
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -13.94%

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 Return1.60%
Cash value of fixed income investment upon issue99.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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