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ZKB Barrier Reverse Convertible on worst of
Chevron Corporation/Schlumberger Ltd/Exxon Mobil Corp

ISIN: CH1303987023 Security: 130398702 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.43%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 29.05.2024 12:10:27

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Chevron159.04145.4533USD145.45
(100.00%)
8.54%87.272
(60.00%)
45.13%n.a.
Schlumberger A46.5348.8875USD48.89
(100.00%)
-5.07%29.333
(60.00%)
36.96%n.a.
Exxon Mobil A114.8699.2116USD99.21
(100.00%)
13.62%59.527
(60.00%)
48.17%n.a.

Reference data

ISIN CH1303987023
Security 130398702
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'076.17

Coupon

Coupon (Coupon p.a.)7.62% (7.53% )
Coupon paymentguaranteed
Interest portion p.a.1.44%
Premium portion p.a.6.09%
Coupon date18.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.01.2024
Payment day18.01.2024
First trading day18.01.2024
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date21.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term228
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -4.82%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.44%
Cash value of fixed income investment upon issue98.56%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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