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ZKB Barrier Reverse Convertible auf
ams-OSRAM AG

ISIN: CH1303979525 Security: 130397952 Symbol: n.a. Life cycle
Secondary market

Bid Price 87.37%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ams A1.412.0635CHF2.06
(100.00%)
-46.35%1.032
(50.00%)
26.82%484.6135

Reference data

ISIN CH1303979525
Security 130397952
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'313.13

Coupon

Coupon (Coupon p.a.)31.31% (10.43% )
Coupon paymentguaranteed
Interest portion p.a.1.02%
Premium portion p.a.9.41%
Coupon date30.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.12.2023
Payment day27.12.2023
First trading day27.12.2023
Last trading day18.12.2026
Final fixing day18.12.2026
Redemption date28.12.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term932
Issue amount20'000.00

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 -31.67%

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 Return1.02%
Cash value of fixed income investment upon issue97.01%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.12.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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