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ZKB Barrier Reverse Convertible on worst of
Lonza Group AG/Tecan Group AG/BACHEM HOLDING AG

ISIN: CH1304003119 Security: 130400311 Symbol: n.a. Life cycle
Secondary market

Bid Price 87.23%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 23.12.2024 05:45:31

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N532.4444.95CHF444.95
(100.00%)
16.43%244.723
(55.00%)
54.03%11.2372
TECAN GROUP N203342.50CHF342.50
(100.00%)
-68.72%188.375
(55.00%)
7.20%14.5985
Bachem Holding57.860.50CHF60.50
(100.00%)
-4.67%33.275
(55.00%)
42.43%82.6446

Reference data

ISIN CH1304003119
Security 130400311
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'470.74

Coupon

Coupon (Coupon p.a.)9.41% (9.39% )
Coupon paymentguaranteed
Interest portion p.a.1.40%
Premium portion p.a.7.99%
Coupon date19.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon3.29%

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day19.02.2024
First trading day19.02.2024
Last trading day12.02.2025
Final fixing day12.02.2025
Redemption date19.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term49
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -40.73%

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 Return1.40%
Cash value of fixed income investment upon issue98.61%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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