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ZKB Barrier Reverse Convertible on worst of
Bayer AG/Lonza Group AG

ISIN: CH1303987486 Security: 130398748 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.76%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bayer N26.66534.3225EUR34.32
(100.00%)
-30.70%18.877
(55.00%)
28.11%n.a.
Lonza Grp N510372.60CHF372.60
(100.00%)
26.57%204.930
(55.00%)
59.61%n.a.

Reference data

ISIN CH1303987486
Security 130398748
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'081.54

Coupon

Coupon (Coupon p.a.)8.15% (10.79% )
Coupon paymentguaranteed
Interest portion p.a.5.06%
Premium portion p.a.5.73%
Coupon date21.10.2024
Day count convention30/360 (German), modified following
Accrued coupon5.57%

Life cycle

Issue price100.00%
Initial fixing date11.01.2024
Payment day19.01.2024
First trading day19.01.2024
Last trading day11.10.2024
Final fixing day11.10.2024
Redemption date21.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term80
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -23.49%

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 Return5.06%
Cash value of fixed income investment upon issue96.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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