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ZKB Barrier Reverse Convertible on worst of
Goldman Sachs Group Inc/JPMorgan Chase & Co/Wells Fargo & Co

ISIN: CH1303985381 Security: 130398538 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.66%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 04:25:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Goldman Sachs Grp A467.72384.80USD384.80
(100.00%)
17.48%230.880
(60.00%)
50.49%2.5988
JPMorgan Chase A204.85170.85USD170.85
(100.00%)
15.96%102.510
(60.00%)
49.57%5.8531
Wells Fargo A61.1249.185USD49.19
(100.00%)
20.72%29.511
(60.00%)
52.43%20.3314

Reference data

ISIN CH1303985381
Security 130398538
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'105.67

Coupon

Coupon (Coupon p.a.)10.57% (10.51% )
Coupon paymentguaranteed
Interest portion p.a.4.90%
Premium portion p.a.5.61%
Coupon date15.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.01.2024
Payment day12.01.2024
First trading day12.01.2024
Last trading day09.01.2025
Final fixing day09.01.2025
Redemption date14.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term235
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 18.99%

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 Return4.90%
Cash value of fixed income investment upon issue95.30%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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