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ZKB Barrier Reverse Convertible on worst of
Compagnie Financière Richemont SA/Hermes International SA/Moët Hennessy Louis Vuitton SE

ISIN: CH1303993195 Security: 130399319 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.25%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 02.07.2024 03:55:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cie Fin Richemont N141.1119.275CHF119.28
(100.00%)
15.35%77.529
(65.00%)
44.98%n.a.
Hermes Int A21021'819.937EUR1'819.94
(100.00%)
13.25%1'182.959
(65.00%)
43.61%n.a.
LVMH A709.6667.80EUR667.80
(100.00%)
5.65%434.070
(65.00%)
38.67%n.a.

Reference data

ISIN CH1303993195
Security 130399319
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'026.90

Coupon

Coupon (Coupon p.a.)2.69% (5.40% )
Coupon paymentguaranteed
Interest portion p.a.1.60%
Premium portion p.a.3.79%
Coupon date30.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon0.96%

Life cycle

Issue price100.00%
Initial fixing date23.01.2024
Payment day30.01.2024
First trading day30.01.2024
Last trading day23.07.2024
Final fixing day23.07.2024
Redemption date30.07.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term19
Issue amount100'000.00

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 5.99%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.60%
Cash value of fixed income investment upon issue99.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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