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ZKB Barrier Reverse Convertible on worst of
The Kraft Heinz Company/Coca-Cola Co/Starbucks Corp

ISIN: CH1304000727 Security: 130400072 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.74%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
The Kraft Heinz Co A35.3737.2593USD37.26
(100.00%)
-6.64%22.356
(60.00%)
36.02%26.8389
Coca-Cola A62.9359.9777USD59.98
(100.00%)
3.26%35.987
(60.00%)
41.96%16.6729
Starbucks A80.2595.6844USD95.68
(100.00%)
-20.71%57.411
(60.00%)
27.57%10.4510

Reference data

ISIN CH1304000727
Security 130400072
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'085.00

Coupon

Coupon (Coupon p.a.)8.50% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.4.91%
Premium portion p.a.3.59%
Coupon date14.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.02.2024
Payment day14.02.2024
First trading day14.02.2024
Last trading day07.02.2025
Final fixing day07.02.2025
Redemption date14.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term250
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -17.16%

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 Return4.91%
Cash value of fixed income investment upon issue95.32%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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