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ZKB Barrier Reverse Convertible on worst of
Emmi AG/Bell Food Group AG/Givaudan AG

ISIN: CH1303979665 Security: 130397966 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.59%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 165'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:57

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Emmi N780921.00CHF921.00
(100.00%)
-18.08%644.700
(70.00%)
17.35%5.4289
Bell N264249.75CHF249.75
(100.00%)
5.40%174.825
(70.00%)
33.78%20.0200
Givaudan N39193'458.00CHF3'458.00
(100.00%)
11.76%2'420.600
(70.00%)
38.23%1.4459

Reference data

ISIN CH1303979665
Security 130397966
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'281.19

Coupon

Coupon (Coupon p.a.)5.62% (5.62% )
Coupon paymentguaranteed
Interest portion p.a.1.38%
Premium portion p.a.4.24%
Coupon date27.12.2024
Day count convention30/360 (German), modified following
Accrued coupon5.14%

Life cycle

Issue price100.00%
Initial fixing date18.12.2023
Payment day27.12.2023
First trading day27.12.2023
Last trading day18.12.2024
Final fixing day18.12.2024
Redemption date27.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term26
Issue amount165'000.00

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 -15.31%

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 Return1.38%
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 date27.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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