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ZKB Barrier Reverse Convertible on worst of
Flughafen Zuerich AG/Kuehne + Nagel International AG/Stadler Rail AG

ISIN: CH1303978014 Security: 130397801 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.99%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 22.05.2024 10:15:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Flughafen Zürich N189.8183.0343CHF183.03
(100.00%)
3.51%137.276
(75.00%)
27.64%27.3173
Kühne + Nagel Int N245.4265.20CHF265.20
(100.00%)
-9.54%198.900
(75.00%)
17.84%18.8537
Stadler Rail N28.230.71CHF30.71
(100.00%)
-7.94%23.033
(75.00%)
19.04%162.8134

Reference data

ISIN CH1303978014
Security 130397801
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'173.83

Coupon

Coupon (Coupon p.a.)3.48% (7.51% )
Coupon paymentguaranteed
Interest portion p.a.1.63%
Premium portion p.a.5.88%
Coupon date04.06.2024
Day count conventionAct/365 (Englisch), 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 day28.05.2024
Final fixing day28.05.2024
Redemption date04.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term4
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -8.71%

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 Return1.63%
Cash value of fixed income investment upon issue99.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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