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ZKB Barrier Reverse Convertible on worst of
Alcon AG/Compagnie Financière Richemont SA/Stadler Rail AG

ISIN: CH1303980150 Security: 130398015 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.04%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 75'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:36:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alcon N80.464.98CHF64.98
(100.00%)
18.73%42.237
(65.00%)
47.18%15.3894
Cie Fin Richemont N133.75118.975CHF118.98
(100.00%)
10.68%77.334
(65.00%)
41.94%8.4051
Stadler Rail N26.331.00CHF31.00
(100.00%)
-18.10%20.150
(65.00%)
23.24%32.2581

Reference data

ISIN CH1303980150
Security 130398015
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'074.19

Coupon

Coupon (Coupon p.a.)7.42% (7.38% )
Coupon paymentguaranteed
Interest portion p.a.1.39%
Premium portion p.a.5.98%
Coupon date30.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.12.2023
Payment day28.12.2023
First trading day28.12.2023
Last trading day19.12.2024
Final fixing day19.12.2024
Redemption date30.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term149
Issue amount75'000.00

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 -15.32%

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 Return1.39%
Cash value of fixed income investment upon issue98.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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