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

ISIN: CH1303990282 Security: 130399028 Symbol: n.a. Life cycle
Secondary market

Bid Price 105.37%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 21.06.2024 05:45:10

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bucher Industries N356.5351.90CHF351.90
(100.00%)
1.29%211.140
(60.00%)
40.77%2.8417
Julius Baer Grp N50.7445.52CHF45.52
(100.00%)
10.29%27.312
(60.00%)
46.17%21.9684
Sandoz Group AG32.7828.315CHF28.32
(100.00%)
13.62%16.989
(60.00%)
48.17%35.3170

Reference data

ISIN CH1303990282
Security 130399028
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'196.70

Coupon

Coupon (Coupon p.a.)19.67% (9.82% )
Coupon paymentguaranteed
Interest portion p.a.1.19%
Premium portion p.a.8.63%
Coupon date27.01.2025
Day count convention30/360 (German), modified following
Accrued coupon4.12%

Life cycle

Issue price100.00%
Initial fixing date18.01.2024
Payment day25.01.2024
First trading day25.01.2024
Last trading day19.01.2026
Final fixing day19.01.2026
Redemption date26.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term574
Issue amount30'000.00

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 1.31%

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 Return1.19%
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 date26.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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