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ZKB Barrier Reverse Convertible on worst of
PepsiCo Inc/The Kraft Heinz Company/Mondelez International Inc/Walmart Inc/Starbucks Corp

ISIN: CH1303978758 Security: 130397875 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.82%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:52

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
PepsiCo A160.34172.235USD172.24
(100.00%)
-8.13%94.729
(55.00%)
40.53%5.8060
The Kraft Heinz Co A31.0937.5615USD37.56
(100.00%)
-21.25%20.659
(55.00%)
33.31%26.623
Mondelez Int Inc -A-64.7973.1435USD73.14
(100.00%)
-13.25%40.229
(55.00%)
37.71%13.6718
Wal-Mart Stores A88.3951.42USD51.42
(100.00%)
41.55%28.281
(55.00%)
67.85%19.4477
Starbucks A100.0698.35USD98.35
(100.00%)
1.63%54.093
(55.00%)
45.90%10.1678

Reference data

ISIN CH1303978758
Security 130397875
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.50

Coupon

Coupon (Coupon p.a.)8.75% (8.70% )
Coupon paymentguaranteed
Interest portion p.a.4.87%
Premium portion p.a.3.83%
Coupon date23.12.2024
Day count convention30/360 (German), modified following
Accrued coupon1.50%

Life cycle

Issue price100.00%
Initial fixing date14.12.2023
Payment day21.12.2023
First trading day21.12.2023
Last trading day16.12.2024
Final fixing day16.12.2024
Redemption date23.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term23
Issue amount30'000.00

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 -17.52%

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 Return4.87%
Cash value of fixed income investment upon issue95.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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