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ZKB Callable Barrier Reverse Convertible on worst of
UBS Group AG/The Swatch Group AG/Julius Baer Gruppe AG/Alcon AG/Swisscom AG

ISIN: CH1303998988 Security: 130399898 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
UBS Group AG27.9425.435CHF25.44
(100.00%)
-4.71%13.735
(54.00%)
43.45%39.3159
The Swatch Grp A192.35202.60CHF202.60
(100.00%)
-4.54%109.404
(54.00%)
43.55%4.9358
Julius Baer Grp N5649.015CHF49.02
(100.00%)
3.85%26.468
(54.00%)
48.08%20.4019
Alcon N82.7665.43CHF65.43
(100.00%)
8.10%35.332
(54.00%)
50.38%15.2835
Swisscom N494512.30CHF512.30
(100.00%)
-3.75%276.642
(54.00%)
43.98%1.9520

Reference data

ISIN CH1303998988
Security 130399898
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'051.81

Coupon

Coupon (Coupon p.a.)5.18% (10.36% )
Coupon paymentguaranteed
Interest portion p.a.1.54%
Premium portion p.a.8.82%
Coupon date10.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.02.2024
Payment day09.02.2024
First trading day09.02.2024
Last trading day02.08.2024
Final fixing day02.08.2024
Redemption date09.08.2024
Redemption typephysical delivery or cash settlement
Early redemption02.05.2024
Residual term69
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 -4.50%

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 date09.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date02.05.2024
Redemption amount1'000.00

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