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ZKB Barrier Reverse Convertible on worst of
ON Holding AG/adidas AG/Nike Inc

ISIN: CH1303979111 Security: 130397911 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.80%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 80'000.00

Volume n.a.

Date/time (realtime) 04.12.2024 05:35:38

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
On Holding N59.1229.82USD29.82
(100.00%)
49.70%16.401
(55.00%)
72.34%n.a.
Adidas N236196.70EUR196.70
(100.00%)
16.65%108.185
(55.00%)
54.16%n.a.
Nike A -B-77.825121.4678USD121.47
(100.00%)
-55.20%66.807
(55.00%)
14.64%n.a.

Reference data

ISIN CH1303979111
Security 130397911
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'875.41

Coupon

Coupon (Coupon p.a.)17.51% (14.01% )
Coupon paymentguaranteed
Interest portion p.a.1.28%
Premium portion p.a.12.72%
Coupon date21.03.2025
Day count convention30/360 (German), modified following
Accrued coupon10.00%

Life cycle

Issue price100.00%
Initial fixing date14.12.2023
Payment day21.12.2023
First trading day21.12.2023
Last trading day14.03.2025
Final fixing day14.03.2025
Redemption date21.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term99
Issue amount80'000.00

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 -35.57%

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 Return1.28%
Cash value of fixed income investment upon issue98.42%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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