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ZKB Barrier Reverse Convertible on worst of
Adobe Inc/Cisco Systems Inc/Micron Technology Inc

ISIN: CH1304000800 Security: 130400080 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.86%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 70'000.00

Volume n.a.

Date/time (realtime) 31.10.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adobe Systems A478.08607.6279USD607.63
(100.00%)
-26.47%303.814
(50.00%)
36.76%8.2287
Cisco Systems A54.7750.0203USD50.02
(100.00%)
9.17%25.010
(50.00%)
54.58%99.9594
Micron Technology N99.6584.5297USD84.53
(100.00%)
15.47%42.265
(50.00%)
57.73%59.1508

Reference data

ISIN CH1304000800
Security 130400080
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'565.44

Coupon

Coupon (Coupon p.a.)11.31% (11.28% )
Coupon paymentguaranteed
Interest portion p.a.4.91%
Premium portion p.a.6.37%
Coupon date14.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon2.51%

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 term97
Issue amount70'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue -20.93%

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 issue95.31%
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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