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5.06% ZKB Barrier Reverse Convertible, 12.07.2024 on worst of AMZN UW/GOOGL UW/NVDA UW
Amazon.com Inc/Alphabet Inc/NVIDIA Corp

ISIN: CH1303983667 Security: 130398366 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.15%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 14.06.2024 10:15:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Amazon.Com A183.66146.37USD146.37
(100.00%)
20.38%80.504
(55.00%)
56.21%6.8320
Alphabet A -A-176.79136.485USD136.49
(100.00%)
22.08%75.067
(55.00%)
57.14%7.3268
NVIDIA A131.8849.171USD49.17
(100.00%)
62.06%27.044
(55.00%)
79.13%20.3372

Reference data

ISIN CH1303983667
Security 130398366
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'050.63

Coupon

Coupon (Coupon p.a.)5.06% (10.15% )
Coupon paymentguaranteed
Interest portion p.a.5.29%
Premium portion p.a.4.87%
Coupon date12.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon1.86%

Life cycle

Issue price100.00%
Initial fixing date05.01.2024
Payment day12.01.2024
First trading day12.01.2024
Last trading day05.07.2024
Final fixing day05.07.2024
Redemption date12.07.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term18
Issue amount50'000.00

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 25.59%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.29%
Cash value of fixed income investment upon issue97.46%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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