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ZKB Barrier Reverse Convertible on worst of
ABB Ltd/Partners Group Holding AG

ISIN: CH1303995349 Security: 130399534 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.69%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 16.07.2024 04:00:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N51.5436.705CHF33.03
(90.00%)
35.95%29.364
(80.00%)
43.07%302.7138
Part Grp Hldg N1227.51'146.50CHF1'031.85
(90.00%)
16.11%917.200
(80.00%)
25.43%9.6913

Reference data

ISIN CH1303995349
Security 130399534
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'761.49

Coupon

Coupon (Coupon p.a.)7.61% (9.26% )
Coupon paymentguaranteed
Interest portion p.a.1.42%
Premium portion p.a.7.84%
Coupon date09.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon4.12%

Life cycle

Issue price100.00%
Initial fixing date26.01.2024
Payment day09.02.2024
First trading day09.02.2024
Last trading day28.11.2024
Final fixing day28.11.2024
Redemption date05.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term134
Issue amount300'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue 7.28%

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 Return1.42%
Cash value of fixed income investment upon issue98.85%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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