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ZKB Barrier Reverse Convertible on worst of
Helvetia Holding AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1303993856 Security: 130399385 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.24%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 08:00:03

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Helvetia Hldg N128122.75CHF122.75
(100.00%)
3.73%104.338
(85.00%)
18.17%40.7332
Swiss Life N667.4599.60CHF599.60
(100.00%)
10.21%509.660
(85.00%)
23.68%8.3389
Zurich Insurance N466.5437.75CHF437.75
(100.00%)
7.35%372.088
(85.00%)
21.25%11.4220

Reference data

ISIN CH1303993856
Security 130399385
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'274.73

Coupon

Coupon (Coupon p.a.)5.49% (11.02% )
Coupon paymentguaranteed
Interest portion p.a.1.60%
Premium portion p.a.9.42%
Coupon date31.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon2.57%

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 term1
Issue amount60'000.00

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 3.87%

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 Return1.60%
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 date31.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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