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ZKB Barrier Reverse Convertible on worst of
Merck KGaA/Henkel AG & Co. KGaA

ISIN: CH1304001774 Security: 130400177 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.81%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 70'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Merck A169.05152.075EUR152.08
(100.00%)
10.04%121.660
(80.00%)
28.03%6.5757
Henkel VA83.5670.91EUR70.91
(100.00%)
15.14%56.728
(80.00%)
32.11%14.1024

Reference data

ISIN CH1304001774
Security 130400177
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'073.86

Coupon

Coupon (Coupon p.a.)7.39% (14.77% )
Coupon paymentguaranteed
Interest portion p.a.3.83%
Premium portion p.a.10.94%
Coupon date16.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.02.2024
Payment day16.02.2024
First trading day16.02.2024
Last trading day09.08.2024
Final fixing day09.08.2024
Redemption date16.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term77
Issue amount70'000.00

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 11.16%

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 Return3.83%
Cash value of fixed income investment upon issue98.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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