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ZKB Barrier Reverse Convertible on worst of
AXA SA/Swiss Life Holding AG/Swiss Re AG

ISIN: CH1304003853 Security: 130400385 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.46%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 1'060'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 10:05:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AXA A33.6630.5025EUR30.50
(100.00%)
9.11%25.927
(85.00%)
22.74%n.a.
Swiss Life N621.8618.50CHF618.50
(100.00%)
-0.34%525.725
(85.00%)
14.71%n.a.
Swiss Re N112.35101.825CHF101.83
(100.00%)
8.02%86.551
(85.00%)
21.81%n.a.

Reference data

ISIN CH1304003853
Security 130400385
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'060.01

Coupon

Coupon (Coupon p.a.)6.00% (12.00% )
Coupon paymentguaranteed
Interest portion p.a.1.50%
Premium portion p.a.10.50%
Coupon date20.08.2024
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 day13.08.2024
Final fixing day13.08.2024
Redemption date20.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term81
Issue amount1'060'000.00

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 -0.34%

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 Return1.50%
Cash value of fixed income investment upon issue99.26%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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