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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1303979459 Security: 130397945 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.82%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 1'000'000.00

Volume n.a.

Date/time (realtime) 21.06.2024 05:40:10

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.798.18CHF98.18
(100.00%)
-4.78%50.219
(51.15%)
46.40%50.9269
Novartis N93.9984.55CHF84.55
(100.00%)
10.04%43.247
(51.15%)
53.99%59.1366
Roche GS252.8243.725CHF243.73
(100.00%)
3.59%124.665
(51.15%)
50.69%20.5149

Reference data

ISIN CH1303979459
Security 130397945
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'151.58

Coupon

Coupon (Coupon p.a.)3.03% (3.01% )
Coupon paymentguaranteed
Interest portion p.a.1.37%
Premium portion p.a.1.64%
Coupon date24.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.12.2023
Payment day22.12.2023
First trading day22.12.2023
Last trading day17.12.2024
Final fixing day17.12.2024
Redemption date24.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term176
Issue amount1'000'000.00

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 -4.56%

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 Return1.37%
Cash value of fixed income investment upon issue98.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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