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ZKB Barrier Reverse Convertible on worst of
Apple Inc/Alphabet Inc/Intel Corp/Microsoft Corp

ISIN: CH1304001253 Security: 130400125 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.25%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 610'000.00

Volume n.a.

Date/time (realtime) 29.05.2024 02:08:05

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Apple A189.99189.345USD189.35
(100.00%)
0.34%94.673
(50.00%)
50.17%5.2814
Alphabet A -A-176.4144.765USD144.77
(100.00%)
17.93%72.383
(50.00%)
58.97%6.9077
Intel A31.0642.845USD42.85
(100.00%)
-37.94%21.423
(50.00%)
31.03%23.3399
Microsoft N430.32411.295USD411.30
(100.00%)
4.42%205.648
(50.00%)
52.21%2.4313

Reference data

ISIN CH1304001253
Security 130400125
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'103.72

Coupon

Coupon (Coupon p.a.)10.37% (10.34% )
Coupon paymentguaranteed
Interest portion p.a.4.90%
Premium portion p.a.5.44%
Coupon date12.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.02.2024
Payment day12.02.2024
First trading day12.02.2024
Last trading day05.02.2025
Final fixing day05.02.2025
Redemption date12.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term251
Issue amount610'000.00

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 -27.51%

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 Return4.90%
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 date12.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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