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ZKB Barrier Reverse Convertible on worst of
Landis+Gyr Group AG/ABB Ltd

ISIN: CH1304003754 Security: 130400375 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.46%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Landis+Gyr Group N76.666.525CHF66.53
(100.00%)
13.15%45.902
(69.00%)
40.08%300.6389
ABB N49.437.925CHF37.93
(100.00%)
23.23%26.168
(69.00%)
47.03%527.3566

Reference data

ISIN CH1304003754
Security 130400375
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 21'171.96

Coupon

Coupon (Coupon p.a.)5.86% (5.86% )
Coupon paymentguaranteed
Interest portion p.a.1.30%
Premium portion p.a.4.56%
Coupon date20.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.02.2024
Payment day20.02.2024
First trading day20.02.2024
Last trading day13.02.2025
Final fixing day13.02.2025
Redemption date20.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term256
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue 15.14%

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 Return1.30%
Cash value of fixed income investment upon issue98.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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