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ZKB Barrier Reverse Convertible on worst of
Rheinmetall AG/thyssenkrupp AG/Deutsche Bank AG

ISIN: CH1303974088 Security: 130397408 Symbol: n.a. Life cycle
Secondary market

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Rheinmetall A606275.10EUR275.10
(100.00%)
n.a.220.080
(80.00%)
n.a.n.a.
ThyssenKrupp A3.8837.02EUR7.02
(100.00%)
n.a.5.616
(80.00%)
n.a.n.a.
Deutsche Bank N16.0111.08EUR11.08
(100.00%)
n.a.8.864
(80.00%)
n.a.n.a.

Reference data

ISIN CH1303974088
Security 130397408
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'178.91

Coupon

Coupon (Coupon p.a.)17.89% (17.89% )
Coupon paymentguaranteed
Interest portion p.a.1.64%
Premium portion p.a.16.26%
Coupon date04.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.11.2023
Payment day04.12.2023
First trading day04.12.2023
Last trading day27.11.2024
Final fixing day27.11.2024
Redemption date04.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term5
Issue amount150'000.00

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

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 Return1.64%
Cash value of fixed income investment upon issue98.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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