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ZKB Barrier Reverse Convertible on worst of
Givaudan AG/Sandoz Group AG/Alcon AG

ISIN: CH1303977347 Security: 130397734 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.41%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 21.06.2024 05:45:09

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N43143'378.00CHF3'378.00
(100.00%)
21.70%2'026.800
(60.00%)
53.02%2.9603
Sandoz Group AG32.7826.12CHF26.12
(100.00%)
20.32%15.672
(60.00%)
52.19%382.8484
Alcon N79.4262.84CHF62.84
(100.00%)
20.88%37.704
(60.00%)
52.53%159.1343

Reference data

ISIN CH1303977347
Security 130397734
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'159.29

Coupon

Coupon (Coupon p.a.)11.59% (7.69% )
Coupon paymentguaranteed
Interest portion p.a.1.30%
Premium portion p.a.6.39%
Coupon date17.06.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.12.2023
Payment day14.12.2023
First trading day14.12.2023
Last trading day10.06.2025
Final fixing day10.06.2025
Redemption date17.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term351
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 25.50%

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 Return1.30%
Cash value of fixed income investment upon issue98.07%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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