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5.98% ZKB Barrier Reverse Convertible, 14.08.2024 on worst of MRVL UW/NVDA UW/MSFT UW
Marvell Technology Inc/Microsoft Corp/NVIDIA Corp

ISIN: CH1304001204 Security: 130400120 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.49%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 1'000'000.00

Volume n.a.

Date/time (realtime) 28.06.2024 05:40:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Marvell Tech N69.967.455USD50.59
(75.00%)
28.20%47.248
(70.04%)
32.94%n.a.
Microsoft N446.95411.68USD308.76
(75.00%)
31.82%288.357
(70.04%)
36.33%n.a.
NVIDIA A123.469869.1705USD51.88
(75.00%)
58.48%48.447
(70.04%)
61.23%n.a.

Reference data

ISIN CH1304001204
Security 130400120
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'059.84

Coupon

Coupon (Coupon p.a.)5.98% (12.00% )
Coupon paymentguaranteed
Interest portion p.a.3.80%
Premium portion p.a.8.20%
Coupon date14.08.2024
Day count conventionAct/365 (Englisch), 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 day07.08.2024
Final fixing day07.08.2024
Redemption date14.08.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term38
Issue amount1'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 4.45%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.80%
Cash value of fixed income investment upon issue98.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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