Inhaltsseite: Home

ZKB Barrier Reverse Convertible auf
S&P 500®

ISIN: CH1303980119 Security: 130398011 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.v4'745.8000USD4'745.80
(100.00%)
13.51%3'559.350
(75.00%)
35.13%0.2107

Reference data

ISIN CH1303980119
Security 130398011
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'032.61

Coupon

Coupon (Coupon p.a.)3.26% (6.50% )
Coupon paymentguaranteed
Interest portion p.a.5.37%
Premium portion p.a.1.13%
Coupon daten.a.
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.12.2023
Payment day27.12.2023
First trading day27.12.2023
Last trading day20.06.2024
Final fixing day20.06.2024
Redemption date27.06.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount400'000.00

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 15.62%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.37%
Cash value of fixed income investment upon issue97.41%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading