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ZKB Barrier Reverse Convertible auf
Société Générale SA

ISIN: CH1303993427 Security: 130399342 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.36%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 700'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Societe Generale A27.2323.66EUR23.66
(100.00%)
13.11%18.928
(80.00%)
30.49%42.2654

Reference data

ISIN CH1303993427
Security 130399342
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'052.02

Coupon

Coupon (Coupon p.a.)5.20% (10.43% )
Coupon paymentguaranteed
Interest portion p.a.3.83%
Premium portion p.a.6.61%
Coupon date31.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.01.2024
Payment day31.01.2024
First trading day31.01.2024
Last trading day24.07.2024
Final fixing day24.07.2024
Redemption date31.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term66
Issue amount700'000.00

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 15.09%

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 Return3.83%
Cash value of fixed income investment upon issue98.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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