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ZKB Barrier Reverse Convertible on worst of
Apple Inc/Amazon.com Inc/Alphabet Inc/Microsoft Corp

ISIN: CH1303988302 Security: 130398830 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.19%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 29.07.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Apple A218.24185.835USD185.84
(100.00%)
14.63%109.643
(59.00%)
49.63%53.8112
Amazon.Com A183.2154.74USD154.74
(100.00%)
15.61%91.297
(59.00%)
50.21%64.6245
Alphabet A -A-169.53142.43USD142.43
(100.00%)
15.57%84.034
(59.00%)
50.19%70.2099
Microsoft N426.73385.485USD385.49
(100.00%)
9.64%227.436
(59.00%)
46.69%25.9413

Reference data

ISIN CH1303988302
Security 130398830
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'044.62

Coupon

Coupon (Coupon p.a.)10.45% (10.42% )
Coupon paymentguaranteed
Interest portion p.a.4.69%
Premium portion p.a.5.73%
Coupon date22.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon0.23%

Life cycle

Issue price100.00%
Initial fixing date12.01.2024
Payment day22.01.2024
First trading day22.01.2024
Last trading day14.01.2025
Final fixing day14.01.2025
Redemption date22.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term167
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue 10.67%

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 Return4.69%
Cash value of fixed income investment upon issue95.51%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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