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ZKB Barrier Reverse Convertible on worst of
Anglo American PLC/BASF SE/Glencore PLC

ISIN: CH1303998772 Security: 130399877 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.43%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:53

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Anglo American A23.5018.782GBP18.78
(100.00%)
20.08%9.391
(50.00%)
60.04%n.a.
BASF N42.1144.75EUR44.75
(100.00%)
-6.27%22.375
(50.00%)
46.87%n.a.
Glencore PLC3.814.25GBP4.25
(100.00%)
-11.43%2.125
(50.00%)
44.28%n.a.

Reference data

ISIN CH1303998772
Security 130399877
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'116.10

Coupon

Coupon (Coupon p.a.)11.61% (11.55% )
Coupon paymentguaranteed
Interest portion p.a.3.29%
Premium portion p.a.8.26%
Coupon date10.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon3.40%

Life cycle

Issue price100.00%
Initial fixing date02.02.2024
Payment day09.02.2024
First trading day09.02.2024
Last trading day03.02.2025
Final fixing day03.02.2025
Redemption date10.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term73
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -10.26%

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 Return3.29%
Cash value of fixed income investment upon issue96.80%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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