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9.67% p.a. ZKB Callable Barrier Reverse Convertible, 05.11.2024 on worst of SIKA SE/ROG SE/HOLN SE/SCMN SE/ALC SE
Alcon AG/Holcim Ltd/Sika AG/Roche Holding AG/Swisscom AG

ISIN: CH1303996081 Security: 130399608 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alcon N83.8664.67CHF64.67
(100.00%)
19.16%37.509
(58.00%)
53.11%15.4631
Holcim N84.1466.75CHF66.75
(100.00%)
15.51%38.715
(58.00%)
50.99%14.9813
Sika N276.9240.80CHF240.80
(100.00%)
12.44%139.664
(58.00%)
49.21%4.1528
Roche GS271.5247.375CHF247.38
(100.00%)
-7.74%143.478
(58.00%)
37.51%4.0424
Swisscom N556520.40CHF520.40
(100.00%)
-6.25%301.832
(58.00%)
38.38%1.9216

Reference data

ISIN CH1303996081
Security 130399608
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'072.50

Coupon

Coupon (Coupon p.a.)7.25% (9.67% )
Coupon paymentguaranteed
Interest portion p.a.1.43%
Premium portion p.a.8.23%
Coupon date07.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.01.2024
Payment day05.02.2024
First trading day05.02.2024
Last trading day29.10.2024
Final fixing day29.10.2024
Redemption date05.11.2024
Redemption typephysical delivery or cash settlement
Early redemption29.05.2024
Residual term32
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -7.19%

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 Return1.43%
Cash value of fixed income investment upon issue98.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date29.05.2024
Redemption amount1'000.00

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