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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Sika AG/Adecco Group AG/Novartis AG

ISIN: CH1304003192 Security: 130400319 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.28%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N95.5696.75CHF96.75
(100.00%)
-1.25%62.888
(65.00%)
34.19%10.3359
Sika N272.9244.85CHF244.85
(100.00%)
10.28%159.153
(65.00%)
41.68%4.0841
Adecco N34.1436.57CHF36.57
(100.00%)
-7.12%23.771
(65.00%)
30.37%27.3448
Novartis N93.1787.47CHF87.47
(100.00%)
6.12%56.856
(65.00%)
38.98%11.4325

Reference data

ISIN CH1304003192
Security 130400319
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'210.60

Coupon

Coupon (Coupon p.a.)21.06% (10.53% )
Coupon paymentguaranteed
Interest portion p.a.1.21%
Premium portion p.a.9.32%
Coupon date19.02.2026
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day19.02.2024
First trading day19.02.2024
Last trading day12.02.2026
Final fixing day12.02.2026
Redemption date19.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term620
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -6.64%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.21%
Cash value of fixed income investment upon issue97.63%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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