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ZKB Barrier Reverse Convertible on worst of
Heidelberg Materials AG/AXA SA/Münchner Rück AG/Allianz SE

ISIN: CH1303983170 Security: 130398317 Symbol: n.a. Life cycle
Secondary market

Bid Price 105.08%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 45'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:40

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Heidelberg Mat. I118.379.89EUR79.89
(100.00%)
32.47%55.923
(70.00%)
52.73%12.5172
AXA A34.229.835EUR29.84
(100.00%)
12.76%20.885
(70.00%)
38.93%33.5177
Münchener Rück ...484.1384.70EUR384.70
(100.00%)
20.53%269.290
(70.00%)
44.37%2.5994
Allianz N291.1244.65EUR244.65
(100.00%)
15.96%171.255
(70.00%)
41.17%4.0875

Reference data

ISIN CH1303983170
Security 130398317
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'131.50

Coupon

Coupon (Coupon p.a.)13.15% (13.11% )
Coupon paymentguaranteed
Interest portion p.a.3.31%
Premium portion p.a.9.80%
Coupon date13.01.2025
Day count convention30/360 (German), modified following
Accrued coupon4.73%

Life cycle

Issue price100.00%
Initial fixing date05.01.2024
Payment day12.01.2024
First trading day12.01.2024
Last trading day06.01.2025
Final fixing day06.01.2025
Redemption date13.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term45
Issue amount45'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 14.63%

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 Return3.31%
Cash value of fixed income investment upon issue96.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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