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ZKB Barrier Reverse Convertible on worst of
Givaudan AG/Geberit AG/Forbo Holding AG

ISIN: CH1304002327 Security: 130400232 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.18%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 04.12.2024 05:35:26

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N39073'591.00CHF3'231.90
(90.00%)
17.28%n.v.n.v77.3539
Geberit N552.8491.60CHF442.44
(90.00%)
19.96%n.v.n.v565.0484
Forbo Hldg N782988.00CHF889.20
(90.00%)
-13.71%Hitn.v281.1516

Reference data

ISIN CH1304002327
Security 130400232
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 250'000.00
Barrier level observation continuous
Maximum repayment 272'797.65

Coupon

Coupon (Coupon p.a.)9.12% (9.09% )
Coupon paymentguaranteed
Interest portion p.a.1.44%
Premium portion p.a.7.66%
Coupon date17.02.2025
Day count convention30/360 (German), modified following
Accrued coupon2.75%

Life cycle

Issue price100.00%
Initial fixing date09.02.2024
Payment day16.02.2024
First trading day16.02.2024
Last trading day10.02.2025
Final fixing day10.02.2025
Redemption date17.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term67
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 250'000.00
Performance of underlying since issue -20.85%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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