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ZKB Barrier Reverse Convertible on worst of
TEMENOS AG/Julius Baer Gruppe AG/Sandoz Group AG

ISIN: CH1303987809 Security: 130398780 Symbol: n.a. Life cycle
Secondary market

Bid Price 90.20%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 26.06.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Temenos Group AG6178.80CHF78.80
(100.00%)
-29.18%47.280
(60.00%)
22.49%12.6904
Julius Baer Grp N50.9247.56CHF47.56
(100.00%)
6.60%28.536
(60.00%)
43.96%21.0261
Sandoz Group AG32.2728.475CHF28.48
(100.00%)
11.76%17.085
(60.00%)
47.06%35.1185

Reference data

ISIN CH1303987809
Security 130398780
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'203.35

Coupon

Coupon (Coupon p.a.)20.34% (10.17% )
Coupon paymentguaranteed
Interest portion p.a.1.20%
Premium portion p.a.8.97%
Coupon date20.01.2025
Day count convention30/360 (German), modified following
Accrued coupon4.58%

Life cycle

Issue price100.00%
Initial fixing date12.01.2024
Payment day19.01.2024
First trading day19.01.2024
Last trading day12.01.2026
Final fixing day12.01.2026
Redemption date19.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term564
Issue amount200'000.00

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 -22.59%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.20%
Cash value of fixed income investment upon issue97.65%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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