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ZKB Barrier Reverse Convertible on worst of
Advanced Micro Devices Inc/Salesforce.com Inc/Alphabet Inc

ISIN: CH1303982008 Security: 130398200 Symbol: n.a. Life cycle
Secondary market

Bid Price 110.07%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 170'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 04:10:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AMD A160.575135.6947USD135.69
(100.00%)
18.24%108.556
(80.00%)
34.59%73.6948
Salesforce.com A234.305253.1511USD253.15
(100.00%)
10.39%202.521
(80.00%)
28.31%39.5021
Alphabet A -C-173.76138.4796USD138.48
(100.00%)
22.24%110.784
(80.00%)
37.79%72.2128

Reference data

ISIN CH1303982008
Security 130398200
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 12'265.41

Coupon

Coupon (Coupon p.a.)22.65% (22.59% )
Coupon paymentguaranteed
Interest portion p.a.4.87%
Premium portion p.a.17.72%
Coupon date10.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

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 term212
Issue amount170'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue 11.59%

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 Return4.87%
Cash value of fixed income investment upon issue95.35%
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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