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

ISIN: CH1304000628 Security: 130400062 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.68%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 28.06.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bâloise-Hldg N158.2139.30CHF139.30
(100.00%)
11.95%76.615
(55.00%)
51.57%7.1788
Julius Baer Grp N50.245.955CHF45.96
(100.00%)
8.46%25.275
(55.00%)
49.65%21.7604
Nestlé N91.7299.425CHF99.43
(100.00%)
-8.40%54.684
(55.00%)
40.38%10.0578
Cie Fin Richemont N140.25129.05CHF129.05
(100.00%)
7.99%70.978
(55.00%)
49.39%7.7489

Reference data

ISIN CH1304000628
Security 130400062
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'194.00

Coupon

Coupon (Coupon p.a.)19.40% (9.70% )
Coupon paymentguaranteed
Interest portion p.a.1.19%
Premium portion p.a.8.51%
Coupon date13.08.2024
Day count convention30/360 (German), modified following
Accrued coupon3.77%

Life cycle

Issue price100.00%
Initial fixing date06.02.2024
Payment day13.02.2024
First trading day13.02.2024
Last trading day06.02.2026
Final fixing day06.02.2026
Redemption date13.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term586
Issue amount250'000.00

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 -7.75%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.19%
Cash value of fixed income investment upon issue97.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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