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ZKB Barrier Reverse Convertible on worst of
Boeing Co/Chevron Corporation/Nike Inc

ISIN: CH1303987924 Security: 130398792 Symbol: n.a. Life cycle
Secondary market

Bid Price 91.32%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 25.11.2024 12:16:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Boeing A149.29222.4698USD222.47
(100.00%)
-49.02%131.257
(59.00%)
12.08%22.4750
Chevron162.36146.9396USD146.94
(100.00%)
9.50%86.694
(59.00%)
46.60%34.0276
Nike A -B-77.4106.0019USD106.00
(100.00%)
-36.95%62.541
(59.00%)
19.20%47.1690

Reference data

ISIN CH1303987924
Security 130398792
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'571.36

Coupon

Coupon (Coupon p.a.)11.43% (11.18% )
Coupon paymentguaranteed
Interest portion p.a.4.76%
Premium portion p.a.6.42%
Coupon date29.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon3.88%

Life cycle

Issue price100.00%
Initial fixing date12.01.2024
Payment day22.01.2024
First trading day22.01.2024
Last trading day22.01.2025
Final fixing day22.01.2025
Redemption date29.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term57
Issue amount300'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue -32.89%

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 Return4.76%
Cash value of fixed income investment upon issue95.36%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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