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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1303980531 Security: 130398053 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.45%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 570'000.00

Volume n.a.

Date/time (realtime) 25.06.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.996.335CHF96.34
(100.00%)
-2.59%77.068
(80.00%)
17.93%10.3804
Novartis N95.8984.405CHF84.41
(100.00%)
11.98%67.524
(80.00%)
29.58%11.8476
Roche GS253.4243.375CHF243.38
(100.00%)
3.96%194.700
(80.00%)
23.16%4.1089

Reference data

ISIN CH1303980531
Security 130398053
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'069.02

Coupon

Coupon (Coupon p.a.)6.90% (9.27% )
Coupon paymentguaranteed
Interest portion p.a.1.51%
Premium portion p.a.7.76%
Coupon date27.09.2024
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 day20.09.2024
Final fixing day20.09.2024
Redemption date27.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term85
Issue amount570'000.00

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 -2.53%

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)

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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