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ZKB Barrier Reverse Convertible on worst of
Geberit AG/Roche Holding AG

ISIN: CH1303999408 Security: 130399940 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.92%

Ask Price n.a.

Currency qGBP

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:25:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit N562.8495.45CHF495.45
(100.00%)
11.05%396.360
(80.00%)
28.84%n.a.
Roche GS278.7232.30CHF232.30
(100.00%)
16.53%185.840
(80.00%)
33.22%n.a.

Reference data

ISIN CH1303999408
Security 130399940
Symbol n.a.
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'087.04

Coupon

Coupon (Coupon p.a.)8.70% (8.70% )
Coupon paymentguaranteed
Interest portion p.a.4.95%
Premium portion p.a.3.76%
Coupon date12.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.02.2024
Payment day12.02.2024
First trading day12.02.2024
Last trading day05.02.2025
Final fixing day05.02.2025
Redemption date12.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term197
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue 12.42%

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 Return4.95%
Cash value of fixed income investment upon issue95.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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