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ZKB Barrier Reverse Convertible on worst of
Vontobel Holding AG/Tecan Group AG

ISIN: CH1303985456 Security: 130398545 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.82%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 17.07.2024 02:30:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Vontobel Holding N5854.90CHF43.92
(80.00%)
23.75%32.940
(60.00%)
42.81%113.8434
TECAN GROUP N329327.00CHF261.60
(80.00%)
20.53%196.200
(60.00%)
40.40%19.1132

Reference data

ISIN CH1303985456
Security 130398545
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'693.07

Coupon

Coupon (Coupon p.a.)13.86% (5.54% )
Coupon paymentguaranteed
Interest portion p.a.1.24%
Premium portion p.a.4.31%
Coupon date16.01.2025
Day count convention30/360 (German), 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 day09.07.2026
Final fixing day09.07.2026
Redemption date16.07.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term721
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 0.67%

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 Return1.24%
Cash value of fixed income investment upon issue96.97%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.07.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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