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ZKB Barrier Reverse Convertible on worst of
EMS-CHEMIE HOLDING AG/BACHEM HOLDING AG/Alcon AG/AXA SA

ISIN: CH1303992775 Security: 130399277 Symbol: n.a. Life cycle
Secondary market

Bid Price 106.58%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EMS-CHEM HLDG N763644.00CHF644.00
(100.00%)
15.60%354.200
(55.00%)
53.58%n.a.
Bachem Holding90.656.075CHF56.08
(100.00%)
38.11%30.841
(55.00%)
65.96%n.a.
Alcon N80.0868.64CHF68.64
(100.00%)
14.29%37.752
(55.00%)
52.86%n.a.
AXA A33.6930.7575EUR30.76
(100.00%)
8.70%16.917
(55.00%)
49.79%n.a.

Reference data

ISIN CH1303992775
Security 130399277
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'186.00

Coupon

Coupon (Coupon p.a.)18.60% (9.30% )
Coupon paymentguaranteed
Interest portion p.a.1.18%
Premium portion p.a.8.12%
Coupon date29.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.01.2024
Payment day29.01.2024
First trading day29.01.2024
Last trading day22.01.2026
Final fixing day22.01.2026
Redemption date29.01.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term612
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 9.53%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.18%
Cash value of fixed income investment upon issue97.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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