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ZKB Barrier Reverse Convertible on worst of
Julius Baer Gruppe AG/Compagnie Financière Richemont SA/Sonova Holding AG

ISIN: CH1303999390 Security: 130399939 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.80%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 26.07.2024 10:15:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N47.4548.085CHF48.09
(100.00%)
-2.42%28.851
(60.00%)
38.55%103.9825
Cie Fin Richemont N134.9128.35CHF128.35
(100.00%)
3.93%77.010
(60.00%)
42.36%38.9560
Sonova Hldg N267279.45CHF279.45
(100.00%)
-5.29%167.670
(60.00%)
36.82%17.8923

Reference data

ISIN CH1303999390
Security 130399939
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'160.19

Coupon

Coupon (Coupon p.a.)3.20% (6.43% )
Coupon paymentguaranteed
Interest portion p.a.1.58%
Premium portion p.a.4.85%
Coupon date12.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon1.36%

Life cycle

Issue price100.00%
Initial fixing date05.02.2024
Payment day12.02.2024
First trading day12.02.2024
Last trading day05.08.2024
Final fixing day05.08.2024
Redemption date12.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term7
Issue amount20'000.00

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 -5.03%

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 Return1.58%
Cash value of fixed income investment upon issue99.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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