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ZKB Barrier Reverse Convertible on worst of
Deutsche Bank AG/ING Group NV/Commerzbank AG

ISIN: CH1303980291 Security: 130398029 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.59%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 75'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Deutsche Bank N15.22612.244EUR12.24
(100.00%)
19.58%6.122
(50.00%)
59.79%81.6727
ING Groep16.36413.571EUR13.57
(100.00%)
17.07%6.786
(50.00%)
58.53%73.6865
Commerzbank A15.5410.485EUR10.49
(100.00%)
32.53%5.243
(50.00%)
66.26%95.3743

Reference data

ISIN CH1303980291
Security 130398029
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'086.66

Coupon

Coupon (Coupon p.a.)8.67% (8.64% )
Coupon paymentguaranteed
Interest portion p.a.3.30%
Premium portion p.a.5.34%
Coupon date31.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.12.2023
Payment day29.12.2023
First trading day29.12.2023
Last trading day20.12.2024
Final fixing day20.12.2024
Redemption date31.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term200
Issue amount75'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 20.58%

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 Return3.30%
Cash value of fixed income investment upon issue96.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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