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ZKB Barrier Reverse Convertible on worst of
Starbucks Corp/The Kraft Heinz Company

ISIN: CH1303990456 Security: 130399045 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.40%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:49

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Starbucks A100.0691.975USD91.98
(100.00%)
8.06%45.988
(50.00%)
54.03%10.8725
The Kraft Heinz Co A31.0937.7185USD37.72
(100.00%)
-21.67%18.859
(50.00%)
39.16%26.5122

Reference data

ISIN CH1303990456
Security 130399045
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'067.42

Coupon

Coupon (Coupon p.a.)6.74% (6.69% )
Coupon paymentguaranteed
Interest portion p.a.4.82%
Premium portion p.a.1.86%
Coupon date28.01.2025
Day count convention30/360 (German), modified following
Accrued coupon5.59%

Life cycle

Issue price100.00%
Initial fixing date18.01.2024
Payment day25.01.2024
First trading day25.01.2024
Last trading day21.01.2025
Final fixing day21.01.2025
Redemption date28.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term60
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -17.81%

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 Return4.82%
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 date28.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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