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ZKB Barrier Reverse Convertible on worst of
TotalEnergies SE/Siemens AG/SAP SE/Hugo Boss AG/adidas AG

ISIN: CH1303976349 Security: 130397634 Symbol: n.a. Life cycle
Secondary market

Bid Price 105.64%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:26

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Total A57.0961.115EUR61.12
(100.00%)
-7.05%30.558
(50.00%)
46.47%16.3626
Siemens N177.56156.75EUR156.75
(100.00%)
11.72%78.375
(50.00%)
55.86%6.3796
SAP A225.9146.94EUR146.94
(100.00%)
34.95%73.470
(50.00%)
67.48%6.8055
Hugo Boss AG N39.2664.49EUR64.49
(100.00%)
-64.26%32.245
(50.00%)
17.87%15.5063
Adidas N214.4194.99EUR194.99
(100.00%)
9.05%97.495
(50.00%)
54.53%5.1285

Reference data

ISIN CH1303976349
Security 130397634
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'135.07

Coupon

Coupon (Coupon p.a.)13.51% (13.51% )
Coupon paymentguaranteed
Interest portion p.a.3.45%
Premium portion p.a.10.06%
Coupon date11.12.2024
Day count convention30/360 (German), modified following
Accrued coupon6.19%

Life cycle

Issue price100.00%
Initial fixing date04.12.2023
Payment day11.12.2023
First trading day11.12.2023
Last trading day04.12.2024
Final fixing day04.12.2024
Redemption date11.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term9
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -39.12%

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 Return3.45%
Cash value of fixed income investment upon issue96.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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