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ZKB Barrier Reverse Convertible on worst of
Bayerische Motoren Werke AG/TotalEnergies SE/Schneider Electric SE

ISIN: CH1303976828 Security: 130397682 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.46%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 09:36:44

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BMW A93.797.07EUR97.07
(100.00%)
-4.15%77.656
(80.00%)
16.68%10.3018
Total A65.3161.455EUR61.46
(100.00%)
5.70%49.164
(80.00%)
24.56%16.2721
Schneider Electric A236170.07EUR170.07
(100.00%)
27.02%136.056
(80.00%)
41.62%5.8799

Reference data

ISIN CH1303976828
Security 130397682
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'076.00

Coupon

Coupon (Coupon p.a.)7.60% (15.20% )
Coupon paymentguaranteed
Interest portion p.a.3.84%
Premium portion p.a.11.36%
Coupon date12.06.2024
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 day05.06.2024
Final fixing day05.06.2024
Redemption date12.06.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term12
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 -3.99%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.84%
Cash value of fixed income investment upon issue98.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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