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ZKB Barrier Reverse Convertible on worst of
Chevron Corporation/Petroleo Brasileiro SA - Petrobras/Exxon Mobil Corp

ISIN: CH1303980408 Security: 130398040 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.48%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:25:43

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Chevron162.36152.425USD152.43
(100.00%)
5.81%76.213
(50.00%)
52.91%6.5606
Petro Brasil A14.915.0209USD15.02
(100.00%)
0.29%7.510
(50.00%)
50.15%66.5741
Exxon Mobil A121.79103.60USD103.60
(100.00%)
15.17%51.800
(50.00%)
57.58%9.6525

Reference data

ISIN CH1303980408
Security 130398040
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'098.92

Coupon

Coupon (Coupon p.a.)9.89% (9.84% )
Coupon paymentguaranteed
Interest portion p.a.4.89%
Premium portion p.a.4.94%
Coupon date30.12.2024
Day count convention30/360 (German), modified following
Accrued coupon4.05%

Life cycle

Issue price100.00%
Initial fixing date20.12.2023
Payment day28.12.2023
First trading day28.12.2023
Last trading day20.12.2024
Final fixing day20.12.2024
Redemption date30.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term26
Issue amount50'000.00

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 0.29%

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 Return4.89%
Cash value of fixed income investment upon issue95.31%
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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