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ZKB Barrier Reverse Convertible on worst of
Apple Inc/Alphabet Inc/Microsoft Corp

ISIN: CH1303995893 Security: 130399589 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.58%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 02.08.2024 04:15:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Apple A223.89192.0279USD163.22
(85.00%)
26.47%115.217
(60.00%)
48.10%61.2656
Alphabet A -A-167.43152.3905USD129.53
(85.00%)
23.06%91.434
(60.00%)
45.69%77.2010
Microsoft N407.43406.1961USD345.27
(85.00%)
16.15%243.718
(60.00%)
40.81%28.9631

Reference data

ISIN CH1303995893
Security 130399589
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'734.54

Coupon

Coupon (Coupon p.a.)7.35% (7.33% )
Coupon paymentguaranteed
Interest portion p.a.4.83%
Premium portion p.a.2.49%
Coupon date05.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon0.02%

Life cycle

Issue price100.00%
Initial fixing date29.01.2024
Payment day05.02.2024
First trading day05.02.2024
Last trading day29.01.2025
Final fixing day29.01.2025
Redemption date05.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term179
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue 1.37%

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 Return4.83%
Cash value of fixed income investment upon issue95.38%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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