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10.93% ZKB Barrier Reverse Convertible, 17.01.2025 on worst of NVDA UW/MSFT UW/GOOGL UW
NVIDIA Corp/Alphabet Inc/Microsoft Corp

ISIN: CH1303985662 Security: 130398566 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.13%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 14.06.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
NVIDIA A131.8853.3789USD53.38
(100.00%)
58.83%26.690
(50.00%)
79.42%18.7340
Alphabet A -A-176.79140.9619USD140.96
(100.00%)
20.09%70.481
(50.00%)
60.04%7.0941
Microsoft N442.57376.5238USD376.52
(100.00%)
14.68%188.262
(50.00%)
57.34%2.6559

Reference data

ISIN CH1303985662
Security 130398566
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'109.32

Coupon

Coupon (Coupon p.a.)10.93% (10.96% )
Coupon paymentguaranteed
Interest portion p.a.4.87%
Premium portion p.a.6.09%
Coupon date17.01.2025
Day count convention30/360 (German), modified following
Accrued coupon4.60%

Life cycle

Issue price100.00%
Initial fixing date10.01.2024
Payment day18.01.2024
First trading day18.01.2024
Last trading day10.01.2025
Final fixing day10.01.2025
Redemption date17.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term207
Issue amount25'000.00

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 17.21%

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 Return4.87%
Cash value of fixed income investment upon issue95.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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