Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
ASML Holding NV/Sanofi SA

ISIN: CH1303990464 Security: 130399046 Symbol: n.a. Life cycle
redeemed

Bid Price 100.72%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 90'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ASML Holding An.v659.55EUR659.55
(100.00%)
22.68%494.663
(75.00%)
42.01%7.5809
Sanofi An.v94.455EUR94.46
(100.00%)
-5.93%70.841
(75.00%)
20.55%52.9353

Reference data

ISIN CH1303990464
Security 130399046
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'202.61

Coupon

Coupon (Coupon p.a.)4.05% (12.22% )
Coupon paymentguaranteed
Interest portion p.a.3.95%
Premium portion p.a.8.27%
Coupon daten.a.
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.01.2024
Payment day24.01.2024
First trading day24.01.2024
Last trading day17.05.2024
Final fixing day17.05.2024
Redemption date24.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount90'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue -5.60%

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 Return3.95%
Cash value of fixed income investment upon issue98.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading