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ZKB Barrier Reverse Convertible on worst of
Allianz SE/Cap Gemini SA/Mercedes-Benz Group AG

ISIN: CH1303985092 Security: 130398509 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.75%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Allianz N291.4243.875EUR243.88
(100.00%)
16.31%165.128
(67.71%)
43.33%n.a.
Cap Gemini154.55184.325EUR184.33
(100.00%)
-19.27%124.807
(67.71%)
19.25%n.a.
Daimler N52.2763.475EUR63.48
(100.00%)
-21.44%42.979
(67.71%)
17.78%n.a.

Reference data

ISIN CH1303985092
Security 130398509
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'075.84

Coupon

Coupon (Coupon p.a.)7.58% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.1.48%
Premium portion p.a.6.52%
Coupon date27.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.01.2024
Payment day16.01.2024
First trading day16.01.2024
Last trading day18.12.2024
Final fixing day18.12.2024
Redemption date27.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term24
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 -17.65%

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 Return1.48%
Cash value of fixed income investment upon issue98.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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