Inhaltsseite: Home

7.55% p.a. ZKB Callable Barrier Reverse Convertible, 13.01.2025 on worst of ZURN SE/SLHN SE/HELN SE
Zurich Insurance Group AG/Swiss Life Holding AG/Helvetia Holding AG

ISIN: CH1303983410 Security: 130398341 Symbol: n.a. Life cycle
redeemed

Bid Price 100.80%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 08.07.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N475.6434.10CHF434.10
(100.00%)
7.83%303.870
(70.00%)
35.48%2.3036
Swiss Life N669.4576.40CHF576.40
(100.00%)
12.59%403.480
(70.00%)
38.81%1.7349
Helvetia Hldg N123.1116.05CHF116.05
(100.00%)
5.88%81.235
(70.00%)
34.12%8.6170

Reference data

ISIN CH1303983410
Security 130398341
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'075.71

Coupon

Coupon (Coupon p.a.)7.57% (7.55% )
Coupon paymentguaranteed
Interest portion p.a.1.49%
Premium portion p.a.6.06%
Coupon date12.07.2024
Day count convention30/360 (German), modified following
Accrued coupon1.85%

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 redemption05.07.2024
Residual term179
Issue amount50'000.00

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 6.25%

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 Return1.49%
Cash value of fixed income investment upon issue98.53%
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-

Early redemption

Redemption date05.07.2024
Redemption amount1'000.00

Ajax loading