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ZKB Barrier Reverse Convertible on worst of
Schindler Holding AG/SGS Ltd/Sika AG

ISIN: CH1303986348 Security: 130398634 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Schindler Hldg PSn.v205.6578CHF205.66
(100.00%)
9.24%130.161
(63.29%)
42.56%24.3122
SGS Nn.v69.65CHF69.65
(100.00%)
14.18%44.078
(63.29%)
45.69%71.7875
Sika Nn.v242.50CHF242.50
(100.00%)
5.20%153.466
(63.29%)
40.01%20.6186

Reference data

ISIN CH1303986348
Security 130398634
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'107.21

Coupon

Coupon (Coupon p.a.)2.14% (4.30% )
Coupon paymentguaranteed
Interest portion p.a.1.62%
Premium portion p.a.2.68%
Coupon daten.a.
Day count conventionAct/365 (Englisch), modified following
Accrued coupon1.04%

Life cycle

Issue price100.00%
Initial fixing date10.01.2024
Payment day17.01.2024
First trading day17.01.2024
Last trading day10.07.2024
Final fixing day10.07.2024
Redemption date17.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount20'000.00

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 5.48%

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 Return1.62%
Cash value of fixed income investment upon issue99.20%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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