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ZKB Barrier Reverse Convertible on worst of
NASDAQ 100/S&P 500®/Dow Jones Industrial Average

ISIN: CH1303995489 Security: 130399548 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.67%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 185'000.00

Volume n.a.

Date/time (realtime) 04.12.2024 05:35:29

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
NASDAQ 100® Index21409.42561317'443.97USD17'443.97
(100.00%)
18.54%13'955.176
(80.00%)
34.83%0.0573
S&P 500® Indexn.a.4'895.005USD4'895.01
(100.00%)
19.42%3'916.004
(80.00%)
35.54%0.2043
DJ Ind.Average Index44851.2838'119.53USD38'119.53
(100.00%)
15.24%30'495.624
(80.00%)
32.19%0.0262

Reference data

ISIN CH1303995489
Security 130399548
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'064.70

Coupon

Coupon (Coupon p.a.)6.47% (6.45% )
Coupon paymentguaranteed
Interest portion p.a.4.86%
Premium portion p.a.1.59%
Coupon date03.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.01.2024
Payment day02.02.2024
First trading day02.02.2024
Last trading day27.01.2025
Final fixing day27.01.2025
Redemption date03.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term53
Issue amount185'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 17.98%

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 Return4.86%
Cash value of fixed income investment upon issue95.35%
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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