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ZKB Barrier Reverse Convertible on worst of
Sonova Holding AG/Givaudan AG/Swiss Re AG/Logitech International SA/Compagnie Financière Richemont SA

ISIN: CH1303997436 Security: 130399743 Symbol: n.a. Life cycle
Secondary market

Bid Price 105.80%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 30.07.2024 05:40:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sonova Hldg N266.5276.95CHF276.95
(100.00%)
-3.92%152.323
(55.00%)
42.84%18.0538
Givaudan N42443'606.00CHF3'606.00
(100.00%)
15.03%1'983.300
(55.00%)
53.27%1.3866
Swiss Re N109.0599.39CHF99.39
(100.00%)
8.86%54.665
(55.00%)
49.87%50.3069
Logitech Intl N78.7672.63CHF72.63
(100.00%)
7.78%39.947
(55.00%)
49.28%68.8421
Cie Fin Richemont N134.25129.075CHF129.08
(100.00%)
3.85%70.991
(55.00%)
47.12%38.7372

Reference data

ISIN CH1303997436
Security 130399743
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'554.41

Coupon

Coupon (Coupon p.a.)11.09% (11.09% )
Coupon paymentguaranteed
Interest portion p.a.1.35%
Premium portion p.a.9.74%
Coupon date07.02.2025
Day count convention30/360 (German), modified following
Accrued coupon5.39%

Life cycle

Issue price100.00%
Initial fixing date31.01.2024
Payment day07.02.2024
First trading day07.02.2024
Last trading day31.01.2025
Final fixing day31.01.2025
Redemption date07.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term184
Issue amount50'000.00

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 -3.77%

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 Return1.35%
Cash value of fixed income investment upon issue98.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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