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ZKB Barrier Reverse Convertible on worst of
Siemens AG/SAP SE/Deutsche Telekom AG

ISIN: CH1303984434 Security: 130398443 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.38%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 20.06.2024 01:26:28

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Siemens N170.08160.44EUR160.44
(100.00%)
5.57%120.330
(75.00%)
29.18%6.2329
SAP A177.78138.79EUR138.79
(100.00%)
21.95%104.093
(75.00%)
41.46%7.2051
Deutsche Telekom N22.8422.5325EUR22.53
(100.00%)
1.48%16.899
(75.00%)
26.11%44.3803

Reference data

ISIN CH1303984434
Security 130398443
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'102.39

Coupon

Coupon (Coupon p.a.)10.24% (10.24% )
Coupon paymentguaranteed
Interest portion p.a.3.33%
Premium portion p.a.6.90%
Coupon date15.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.01.2024
Payment day15.01.2024
First trading day15.01.2024
Last trading day08.01.2025
Final fixing day08.01.2025
Redemption date15.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term201
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 1.50%

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 Return3.33%
Cash value of fixed income investment upon issue96.77%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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