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ZKB Barrier Reverse Convertible on worst of
SAFRAN SA/Rheinmetall AG

ISIN: CH1303968957 Security: 130396895 Symbol: n.a. Life cycle
Secondary market

Bid Price 108.74%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 03:41:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Safran A208.4153.54EUR153.54
(100.00%)
26.25%92.124
(60.00%)
55.75%6.5130
Rheinmetall A513273.50EUR273.50
(100.00%)
46.75%164.100
(60.00%)
68.05%3.6563

Reference data

ISIN CH1303968957
Security 130396895
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'121.24

Coupon

Coupon (Coupon p.a.)12.12% (12.09% )
Coupon paymentguaranteed
Interest portion p.a.3.78%
Premium portion p.a.8.32%
Coupon date18.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.11.2023
Payment day17.11.2023
First trading day17.11.2023
Last trading day11.11.2024
Final fixing day11.11.2024
Redemption date18.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term177
Issue amount60'000.00

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 35.60%

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 Return3.78%
Cash value of fixed income investment upon issue96.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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