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ZKB Barrier Reverse Convertible on worst of
BASF SE/Bayer AG/Porsche Automobil Holding SE

ISIN: CH1303985720 Security: 130398572 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.75%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 12.06.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BASF N46.4845.5825EUR45.58
(100.00%)
1.93%26.894
(59.00%)
42.14%21.9382
Bayer N27.82534.7975EUR34.80
(100.00%)
-25.06%20.531
(59.00%)
26.22%28.7377
Porsche A Hldg VA45.6646.935EUR46.94
(100.00%)
-2.79%27.692
(59.00%)
39.35%21.3061

Reference data

ISIN CH1303985720
Security 130398572
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'113.08

Coupon

Coupon (Coupon p.a.)11.31% (11.07% )
Coupon paymentguaranteed
Interest portion p.a.3.33%
Premium portion p.a.7.74%
Coupon date17.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon4.61%

Life cycle

Issue price100.00%
Initial fixing date10.01.2024
Payment day17.01.2024
First trading day17.01.2024
Last trading day17.01.2025
Final fixing day17.01.2025
Redemption date24.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term218
Issue amount100'000.00

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 -20.04%

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 Return3.33%
Cash value of fixed income investment upon issue96.71%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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