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ZKB Barrier Reverse Convertible on worst of
Apple Inc/Alphabet Inc/Microsoft Corp

ISIN: CH1303991884 Security: 130399188 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.34%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 30.07.2024 10:05:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Apple A218.24191.9752USD163.18
(85.00%)
25.23%115.185
(60.00%)
47.22%61.2824
Alphabet A -A-169.53147.2408USD125.15
(85.00%)
26.18%88.345
(60.00%)
47.89%79.9011
Microsoft N426.73399.8802USD339.90
(85.00%)
20.35%239.928
(60.00%)
43.78%29.4206

Reference data

ISIN CH1303991884
Security 130399188
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'770.20

Coupon

Coupon (Coupon p.a.)7.70% (7.68% )
Coupon paymentguaranteed
Interest portion p.a.4.90%
Premium portion p.a.2.78%
Coupon date29.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon0.04%

Life cycle

Issue price100.00%
Initial fixing date22.01.2024
Payment day29.01.2024
First trading day29.01.2024
Last trading day22.01.2025
Final fixing day22.01.2025
Redemption date29.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term175
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue 6.71%

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 Return4.90%
Cash value of fixed income investment upon issue95.31%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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