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ZKB Barrier Reverse Convertible on worst of
Julius Baer Gruppe AG/Partners Group Holding AG/VAT Group AG

ISIN: CH1303999002 Security: 130399900 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.21%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N54.0848.92CHF48.92
(100.00%)
9.54%32.776
(67.00%)
39.39%204.4154
Part Grp Hldg N12061'183.25CHF1'183.25
(100.00%)
1.89%792.778
(67.00%)
34.26%8.4513
VAT Group N486.6410.65CHF410.65
(100.00%)
15.61%275.136
(67.00%)
43.46%24.3516

Reference data

ISIN CH1303999002
Security 130399900
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'624.78

Coupon

Coupon (Coupon p.a.)6.25% (12.53% )
Coupon paymentguaranteed
Interest portion p.a.1.54%
Premium portion p.a.10.99%
Coupon date09.08.2024
Day count conventionAct/365 (Englisch), 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 redemptionNo
Residual term61
Issue amount10'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue 1.92%

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-

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