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ZKB Barrier Reverse Convertible on worst of
Renault SA/General Motors Co/Ford Motor Co

ISIN: CH1303965490 Security: 130396549 Symbol: n.a. Life cycle
redeemed

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
Renault An.v32.9775EUR32.98
(100.00%)
30.43%18.138
(55.00%)
61.74%n.a.
General Motors An.v28.6659USD28.67
(100.00%)
35.54%15.766
(55.00%)
64.55%n.a.
Ford Motor An.v9.7798USD9.78
(100.00%)
19.80%5.379
(55.00%)
55.89%n.a.

Reference data

ISIN CH1303965490
Security 130396549
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'075.32

Coupon

Coupon (Coupon p.a.)7.53% (15.06% )
Coupon paymentguaranteed
Interest portion p.a.3.98%
Premium portion p.a.11.08%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date01.11.2023
Payment day08.11.2023
First trading day08.11.2023
Last trading day02.05.2024
Final fixing day02.05.2024
Redemption date08.05.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount40'000.00

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 24.70%

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 Return3.98%
Cash value of fixed income investment upon issue98.07%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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