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ZKB Barrier Reverse Convertible on worst of
Straumann Holding AG/Lonza Group AG/dormakaba Holding AG

ISIN: CH1303984418 Security: 130398441 Symbol: n.a. Life cycle
Secondary market

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Straumann Hldg N111.5129.90CHF129.90
(100.00%)
5.80%97.425
(75.00%)
29.35%7.6982
Lonza Grp N521.4347.05CHF347.05
(100.00%)
35.20%260.288
(75.00%)
51.40%2.8814
dormakaba Hldg N671441.75CHF441.75
(100.00%)
29.32%331.313
(75.00%)
46.99%2.2637

Reference data

ISIN CH1303984418
Security 130398441
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'155.64

Coupon

Coupon (Coupon p.a.)15.56% (15.35% )
Coupon paymentguaranteed
Interest portion p.a.1.46%
Premium portion p.a.13.89%
Coupon date20.01.2025
Day count convention30/360 (German), modified following
Accrued coupon11.00%

Life cycle

Issue price100.00%
Initial fixing date08.01.2024
Payment day15.01.2024
First trading day15.01.2024
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date20.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term50
Issue amount35'000.00

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 6.16%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.46%
Cash value of fixed income investment upon issue98.54%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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