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ZKB Barrier Reverse Convertible auf
S&P 500®

ISIN: CH1303977446 Security: 130397744 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.v4'565.3581USD4'565.36
(100.00%)
15.95%3'424.019
(75.00%)
36.96%n.a.

Reference data

ISIN CH1303977446
Security 130397744
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'026.36

Coupon

Coupon (Coupon p.a.)2.64% (4.96% )
Coupon paymentguaranteed
Interest portion p.a.3.82%
Premium portion p.a.1.14%
Coupon daten.a.
Day count conventionAct/365 (Englisch), 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 day17.06.2024
Final fixing day17.06.2024
Redemption date25.06.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount300'000.00

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 18.97%

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 Return3.82%
Cash value of fixed income investment upon issue98.03%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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