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ZKB Barrier Reverse Convertible on worst of
Bayerische Motoren Werke AG/Mercedes-Benz Group AG/Porsche Automobil Holding SE/Volkswagen AG

ISIN: CH1303980424 Security: 130398042 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.37%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 31.10.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BMW A72.32100.68EUR100.68
(100.00%)
-39.21%50.340
(50.00%)
30.39%9.9325
Daimler N55.762.935EUR62.94
(100.00%)
-12.99%31.468
(50.00%)
43.51%15.8894
Porsche A Hldg VA38.1347.33EUR47.33
(100.00%)
-24.13%23.665
(50.00%)
37.94%21.1282
Volkswagen VA88.94113.94EUR113.94
(100.00%)
-28.11%56.970
(50.00%)
35.95%8.7765

Reference data

ISIN CH1303980424
Security 130398042
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'092.13

Coupon

Coupon (Coupon p.a.)9.21% (9.19% )
Coupon paymentguaranteed
Interest portion p.a.3.30%
Premium portion p.a.5.89%
Coupon date31.12.2024
Day count convention30/360 (German), modified following
Accrued coupon3.22%

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 term49
Issue amount50'000.00

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 -28.17%

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 issue96.80%
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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