Inhaltsseite: Home

27.46% ZKB Barrier Reverse Convertible, 25.01.2027 auf ALO FP
Alstom SA

ISIN: CH1303990571 Security: 130399057 Symbol: n.a. Life cycle
Secondary market

Bid Price 108.45%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alstom A18.7710.8317EUR10.83
(100.00%)
42.29%6.499
(60.00%)
65.38%92.3212

Reference data

ISIN CH1303990571
Security 130399057
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'274.60

Coupon

Coupon (Coupon p.a.)27.46% (9.15% )
Coupon paymentguaranteed
Interest portion p.a.2.55%
Premium portion p.a.6.60%
Coupon date25.01.2027
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.01.2024
Payment day25.01.2024
First trading day25.01.2024
Last trading day18.01.2027
Final fixing day18.01.2027
Redemption date25.01.2027
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term964
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 73.29%

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 Return2.55%
Cash value of fixed income investment upon issue92.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.01.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading