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ZKB Barrier Reverse Convertible on worst of
Swisscom AG/Swiss Re AG/Nestlé AG/Roche Holding AG/Novartis AG

ISIN: CH1303976620 Security: 130397662 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.56%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 70'000.00

Volume n.a.

Date/time (realtime) 02.07.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swisscom N506506.30CHF506.30
(100.00%)
-0.06%253.150
(50.00%)
49.97%1.9751
Swiss Re N107.9598.74CHF98.74
(100.00%)
8.53%49.370
(50.00%)
54.27%10.1276
Nestlé N92.5299.69CHF99.69
(100.00%)
-7.75%49.845
(50.00%)
46.13%10.0311
Roche GS248.5250.70CHF250.70
(100.00%)
-0.89%125.350
(50.00%)
49.56%3.9888
Novartis N96.4685.285CHF85.29
(100.00%)
11.59%42.643
(50.00%)
55.79%11.7254

Reference data

ISIN CH1303976620
Security 130397662
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.28

Coupon

Coupon (Coupon p.a.)15.03% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.1.08%
Premium portion p.a.3.92%
Coupon date16.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.12.2023
Payment day12.12.2023
First trading day12.12.2023
Last trading day07.12.2026
Final fixing day07.12.2026
Redemption date14.12.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term886
Issue amount70'000.00

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 -7.19%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.08%
Cash value of fixed income investment upon issue96.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.12.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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