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ZKB Barrier Reverse Convertible on worst of
S&P 500®/NASDAQ 100

ISIN: CH1303983428 Security: 130398342 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.88%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 80'000.00

Volume n.a.

Date/time (realtime) 23.07.2024 12:20:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.a.4'678.578USD4'678.58
(100.00%)
15.92%3'275.005
(70.00%)
41.14%0.2137
NASDAQ 100® Index19822.86544516'230.4532USD16'230.45
(100.00%)
18.12%11'361.317
(70.00%)
42.69%0.0616

Reference data

ISIN CH1303983428
Security 130398342
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'132.30

Coupon

Coupon (Coupon p.a.)13.23% (6.61% )
Coupon paymentguaranteed
Interest portion p.a.4.29%
Premium portion p.a.2.32%
Coupon date15.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.24%

Life cycle

Issue price100.00%
Initial fixing date05.01.2024
Payment day12.01.2024
First trading day12.01.2024
Last trading day05.01.2026
Final fixing day05.01.2026
Redemption date12.01.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term530
Issue amount80'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 18.93%

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 marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.29%
Cash value of fixed income investment upon issue91.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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