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ZKB Barrier Reverse Convertible on worst of
ING Group NV/UBS Group AG/Bank of America Corp

ISIN: CH1303994631 Security: 130399463 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.84%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 45'000.00

Volume n.a.

Date/time (realtime) 23.07.2024 05:35:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ING Groep17.09413.068EUR13.07
(100.00%)
23.58%7.187
(55.00%)
57.97%n.a.
UBS Group AG27.4425.81CHF25.81
(100.00%)
5.91%14.196
(55.00%)
48.25%n.a.
Bank of America A42.55533.0828USD33.08
(100.00%)
22.26%18.196
(55.00%)
57.24%n.a.

Reference data

ISIN CH1303994631
Security 130399463
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'092.54

Coupon

Coupon (Coupon p.a.)9.25% (9.20% )
Coupon paymentguaranteed
Interest portion p.a.3.33%
Premium portion p.a.5.87%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued coupon2.10%

Life cycle

Issue price100.00%
Initial fixing date25.01.2024
Payment day01.02.2024
First trading day01.02.2024
Last trading day27.01.2025
Final fixing day27.01.2025
Redemption date03.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term187
Issue amount45'000.00

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 6.28%

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 Return3.33%
Cash value of fixed income investment upon issue96.76%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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