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ZKB Barrier Reverse Convertible on worst of
Swisscom AG/SGS Ltd/Compagnie Financière Richemont SA

ISIN: CH1303977925 Security: 130397792 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.97%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.06.2024 05:40:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swisscom N500509.50CHF509.50
(100.00%)
-1.90%305.700
(60.00%)
38.86%1.9627
SGS N81.273.50CHF73.50
(100.00%)
9.48%44.100
(60.00%)
45.69%13.6054
Cie Fin Richemont N138.95115.925CHF115.93
(100.00%)
16.57%69.555
(60.00%)
49.94%8.6263

Reference data

ISIN CH1303977925
Security 130397792
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'079.47

Coupon

Coupon (Coupon p.a.)7.95% (7.95% )
Coupon paymentguaranteed
Interest portion p.a.1.47%
Premium portion p.a.6.48%
Coupon date18.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.12.2023
Payment day18.12.2023
First trading day18.12.2023
Last trading day11.12.2024
Final fixing day11.12.2024
Redemption date18.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term170
Issue amount50'000.00

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 -1.86%

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 Return1.47%
Cash value of fixed income investment upon issue98.56%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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