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ZKB Barrier Reverse Convertible on worst of
Julius Baer Gruppe AG/TEMENOS AG/Holcim Ltd

ISIN: CH1303983774 Security: 130398377 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.59%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:35:42

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N56.347.985CHF47.99
(100.00%)
14.77%29.991
(62.50%)
46.73%20.8398
Temenos Group AG57.780.36CHF80.36
(100.00%)
-39.27%50.225
(62.50%)
12.95%12.4440
Holcim N90.864.67CHF64.67
(100.00%)
28.78%40.419
(62.50%)
55.49%15.4631

Reference data

ISIN CH1303983774
Security 130398377
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'093.74

Coupon

Coupon (Coupon p.a.)9.37% (10.56% )
Coupon paymentguaranteed
Interest portion p.a.1.51%
Premium portion p.a.9.05%
Coupon date04.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon3.84%

Life cycle

Issue price100.00%
Initial fixing date08.01.2024
Payment day15.01.2024
First trading day15.01.2024
Last trading day27.11.2024
Final fixing day27.11.2024
Redemption date04.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term2
Issue amount10'000.00

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 -28.20%

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 Return1.51%
Cash value of fixed income investment upon issue98.68%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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