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ZKB Barrier Reverse Convertible on worst of
ABB Ltd/Swiss Re AG/Comet Holding AG

ISIN: CH1303989029 Security: 130398902 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.70%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 02.07.2024 10:15:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N49.7836.375CHF36.38
(100.00%)
26.72%25.463
(70.00%)
48.71%27.4914
Swiss Re N107.9597.64CHF97.64
(100.00%)
9.84%68.348
(70.00%)
36.89%10.2417
Comet Holding357261.70CHF261.70
(100.00%)
26.69%183.190
(70.00%)
48.69%3.8212

Reference data

ISIN CH1303989029
Security 130398902
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'047.70

Coupon

Coupon (Coupon p.a.)4.77% (9.54% )
Coupon paymentguaranteed
Interest portion p.a.1.58%
Premium portion p.a.7.96%
Coupon date23.07.2024
Day count convention30/360 (German), modified following
Accrued coupon4.29%

Life cycle

Issue price100.00%
Initial fixing date16.01.2024
Payment day23.01.2024
First trading day23.01.2024
Last trading day16.07.2024
Final fixing day16.07.2024
Redemption date23.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term12
Issue amount35'000.00

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 10.92%

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 Return1.58%
Cash value of fixed income investment upon issue99.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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