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ZKB Barrier Reverse Convertible on worst of
ABB Ltd/Geberit AG/Alcon AG

ISIN: CH1303990845 Security: 130399084 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB Nn.v36.545CHF36.55
(100.00%)
28.76%23.754
(65.00%)
53.70%136.8176
Geberit Nn.v485.50CHF485.50
(100.00%)
11.60%315.575
(65.00%)
42.54%10.2987
Alcon Nn.v67.30CHF67.30
(100.00%)
15.96%43.745
(65.00%)
45.37%74.2942

Reference data

ISIN CH1303990845
Security 130399084
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'128.06

Coupon

Coupon (Coupon p.a.)2.56% (5.14% )
Coupon paymentguaranteed
Interest portion p.a.1.59%
Premium portion p.a.3.54%
Coupon daten.a.
Day count conventionAct/365 (Englisch), modified following
Accrued coupon1.21%

Life cycle

Issue price100.00%
Initial fixing date18.01.2024
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 term0
Issue amount110'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 13.12%

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 Return1.59%
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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