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9.45% p.a. ZKB Callable Barrier Reverse Convertible, 05.07.2024 on worst of ROG SE/LONN SE/BAYN GY/SREN SE/HOLN SE
Lonza Group AG/Bayer AG/Holcim Ltd/Swiss Re AG/Roche Holding AG

ISIN: CH1303981182 Security: 130398118 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N482.6354.00CHF354.00
(100.00%)
26.63%177.000
(50.00%)
63.32%n.a.
Bayer N26.64533.4075EUR33.41
(100.00%)
-24.08%16.704
(50.00%)
37.96%n.a.
Holcim N78.966.27CHF66.27
(100.00%)
16.11%33.135
(50.00%)
58.06%n.a.
Swiss Re N112.195.26CHF95.26
(100.00%)
15.96%47.630
(50.00%)
57.98%n.a.
Roche GS254.1244.175CHF244.18
(100.00%)
-6.35%122.088
(50.00%)
46.83%n.a.

Reference data

ISIN CH1303981182
Security 130398118
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'047.25

Coupon

Coupon (Coupon p.a.)4.73% (9.45% )
Coupon paymentguaranteed
Interest portion p.a.1.63%
Premium portion p.a.7.82%
Coupon date05.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.12.2023
Payment day05.01.2024
First trading day05.01.2024
Last trading day27.06.2024
Final fixing day27.06.2024
Redemption date05.07.2024
Redemption typeCash Settlement
Early redemption29.05.2024
Residual term2
Issue amount30'000.00

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 -19.40%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.63%
Cash value of fixed income investment upon issue99.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date29.05.2024
Redemption amount1'000.00

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