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ZKB Barrier Reverse Convertible on worst of
Landis+Gyr Group AG/ABB Ltd

ISIN: CH1303981950 Security: 130398195 Symbol: n.a. Life cycle
Secondary market

Bid Price 105.06%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:49

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Landis+Gyr Group N63.974.175CHF74.18
(100.00%)
-16.08%49.697
(67.00%)
22.23%269.6326
ABB N49.5836.44CHF36.44
(100.00%)
26.50%24.415
(67.00%)
50.76%548.8474

Reference data

ISIN CH1303981950
Security 130398195
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 21'289.54

Coupon

Coupon (Coupon p.a.)6.45% (6.45% )
Coupon paymentguaranteed
Interest portion p.a.1.40%
Premium portion p.a.5.04%
Coupon date10.01.2025
Day count convention30/360 (German), modified following
Accrued coupon5.66%

Life cycle

Issue price100.00%
Initial fixing date03.01.2024
Payment day10.01.2024
First trading day10.01.2024
Last trading day03.01.2025
Final fixing day03.01.2025
Redemption date10.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term42
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -13.85%

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 Return1.40%
Cash value of fixed income investment upon issue98.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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