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ZKB Barrier Reverse Convertible on worst of
Roche Holding AG/Novartis AG/Nestlé AG

ISIN: CH1303986322 Security: 130398632 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.56%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 11:15:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS279.1253.025CHF253.03
(100.00%)
9.38%164.466
(65.00%)
41.09%39.5218
Novartis N95.8991.105CHF91.11
(100.00%)
4.85%59.218
(65.00%)
38.15%109.7635
Nestlé N94.2898.74CHF98.74
(100.00%)
-4.69%64.181
(65.00%)
31.95%101.2761

Reference data

ISIN CH1303986322
Security 130398632
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'358.92

Coupon

Coupon (Coupon p.a.)3.59% (3.77% )
Coupon paymentguaranteed
Interest portion p.a.1.46%
Premium portion p.a.2.31%
Coupon date31.12.2024
Day count convention30/360 (German), modified following
Accrued coupon1.97%

Life cycle

Issue price100.00%
Initial fixing date10.01.2024
Payment day17.01.2024
First trading day17.01.2024
Last trading day20.12.2024
Final fixing day20.12.2024
Redemption date31.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term150
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -4.48%

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 Return1.46%
Cash value of fixed income investment upon issue98.63%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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