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ZKB Barrier Reverse Convertible on worst of
Lonza Group AG/Sonova Holding AG/Georg Fischer AG

ISIN: CH1303997055 Security: 130399705 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.46%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 45'000.00

Volume n.a.

Date/time (realtime) 14.06.2024 05:35:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N480.3436.55CHF436.55
(100.00%)
9.11%349.240
(80.00%)
27.29%11.4534
Sonova Hldg N276.9279.10CHF279.10
(100.00%)
-0.79%223.280
(80.00%)
19.36%17.9147
Georg Fischer N62.459.675CHF59.68
(100.00%)
4.37%47.740
(80.00%)
23.49%83.7872

Reference data

ISIN CH1303997055
Security 130399705
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'351.93

Coupon

Coupon (Coupon p.a.)7.04% (14.12% )
Coupon paymentguaranteed
Interest portion p.a.1.54%
Premium portion p.a.12.58%
Coupon date07.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon1.61%

Life cycle

Issue price100.00%
Initial fixing date31.01.2024
Payment day07.02.2024
First trading day07.02.2024
Last trading day30.07.2024
Final fixing day30.07.2024
Redemption date07.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term43
Issue amount45'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -0.79%

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 Return1.54%
Cash value of fixed income investment upon issue99.24%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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