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ZKB Barrier Reverse Convertible on worst of
Adecco Group AG/Partners Group Holding AG/Sika AG/Holcim Ltd

ISIN: CH1303986744 Security: 130398674 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.95%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:40:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adecco N36.1638.60CHF38.60
(100.00%)
-6.75%22.774
(59.00%)
37.02%259.0674
Part Grp Hldg N12581'163.25CHF1'163.25
(100.00%)
7.53%686.318
(59.00%)
45.44%8.5966
Sika N281.7244.10CHF244.10
(100.00%)
13.35%144.019
(59.00%)
48.88%40.9668
Holcim N78.4864.73CHF64.73
(100.00%)
17.52%38.191
(59.00%)
51.34%154.4879

Reference data

ISIN CH1303986744
Security 130398674
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'880.70

Coupon

Coupon (Coupon p.a.)8.81% (9.60% )
Coupon paymentguaranteed
Interest portion p.a.1.48%
Premium portion p.a.8.11%
Coupon date17.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.01.2024
Payment day17.01.2024
First trading day17.01.2024
Last trading day10.12.2024
Final fixing day10.12.2024
Redemption date17.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term203
Issue amount40'000.00

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 -6.32%

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 Return1.48%
Cash value of fixed income investment upon issue98.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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