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8.83% ZKB Barrier Reverse Convertible, 13.12.2024 on worst of MSFT UW/AVGO UW
Broadcom Inc/Microsoft Corp

ISIN: CH1303977099 Security: 130397709 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.71%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 01:05:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Broadcom N143.9291.1765USD91.18
(100.00%)
36.65%54.706
(60.00%)
61.99%10.9677
Microsoft N399.61369.235USD369.24
(100.00%)
7.60%221.541
(60.00%)
44.56%2.7083

Reference data

ISIN CH1303977099
Security 130397709
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'088.35

Coupon

Coupon (Coupon p.a.)8.83% (8.83% )
Coupon paymentguaranteed
Interest portion p.a.5.10%
Premium portion p.a.3.74%
Coupon date13.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.12.2023
Payment day13.12.2023
First trading day13.12.2023
Last trading day06.12.2024
Final fixing day06.12.2024
Redemption date13.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term120
Issue amount300'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 8.23%

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 Return5.10%
Cash value of fixed income investment upon issue95.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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