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ZKB Barrier Reverse Convertible on worst of
Veolia Environnement SA/Siemens AG/Linde PLC

ISIN: CH1303969781 Security: 130396978 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.70%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 03:35:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Veolia Environn. A29.3127.495EUR27.50
(100.00%)
6.19%16.497
(60.00%)
43.72%n.a.
Siemens N187.34136.43EUR136.43
(100.00%)
27.35%81.858
(60.00%)
56.41%n.a.
Linde N429.86405.69USD405.69
(100.00%)
5.62%243.414
(60.00%)
43.37%n.a.

Reference data

ISIN CH1303969781
Security 130396978
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'076.90

Coupon

Coupon (Coupon p.a.)7.69% (7.69% )
Coupon paymentguaranteed
Interest portion p.a.3.74%
Premium portion p.a.3.95%
Coupon date21.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.11.2023
Payment day21.11.2023
First trading day21.11.2023
Last trading day14.11.2024
Final fixing day14.11.2024
Redemption date21.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term187
Issue amount25'000.00

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 5.96%

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 Return3.74%
Cash value of fixed income investment upon issue96.40%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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