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ZKB Barrier Reverse Convertible on worst of
Deutsche Lufthansa AG/Flughafen Zuerich AG/Compagnie Financière Richemont SA

ISIN: CH1303981315 Security: 130398131 Symbol: n.a. Life cycle
Secondary market

Bid Price 110.91%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 20.12.2024 05:45:25

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Dt Lufthansa N6.2068.054EUR8.05
(100.00%)
-29.78%5.074
(63.00%)
18.24%n.a.
Flughafen Zürich N215176.0328CHF176.03
(100.00%)
18.12%110.901
(63.00%)
48.42%n.a.
Cie Fin Richemont N134.8116.35CHF116.35
(100.00%)
13.69%73.301
(63.00%)
45.62%n.a.

Reference data

ISIN CH1303981315
Security 130398131
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'117.00

Coupon

Coupon (Coupon p.a.)11.70% (11.70% )
Coupon paymentguaranteed
Interest portion p.a.1.41%
Premium portion p.a.10.29%
Coupon date08.01.2025
Day count convention30/360 (German), modified following
Accrued coupon11.28%

Life cycle

Issue price100.00%
Initial fixing date28.12.2023
Payment day08.01.2024
First trading day08.01.2024
Last trading day30.12.2024
Final fixing day30.12.2024
Redemption date08.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term7
Issue amount35'000.00

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 -22.95%

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 Return1.41%
Cash value of fixed income investment upon issue98.61%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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