Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Nordex SE/Ford Motor Co

ISIN: CH1304004224 Security: 130400422 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.70%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:40

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nordex A11.3210.525EUR10.53
(100.00%)
7.02%5.263
(50.00%)
53.51%n.a.
Ford Motor A11.1812.6015USD12.60
(100.00%)
-12.11%6.301
(50.00%)
43.94%n.a.

Reference data

ISIN CH1304004224
Security 130400422
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'146.75

Coupon

Coupon (Coupon p.a.)14.68% (14.68% )
Coupon paymentguaranteed
Interest portion p.a.3.44%
Premium portion p.a.11.23%
Coupon date21.02.2025
Day count convention30/360 (German), modified following
Accrued coupon3.87%

Life cycle

Issue price100.00%
Initial fixing date14.02.2024
Payment day21.02.2024
First trading day21.02.2024
Last trading day14.02.2025
Final fixing day14.02.2025
Redemption date21.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term82
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -10.80%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.44%
Cash value of fixed income investment upon issue96.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading