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ZKB Barrier Reverse Convertible auf
Orsted

ISIN: CH1303970805 Security: 130397080 Symbol: n.a. Life cycle
Secondary market

Bid Price 111.18%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 05:10:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Orsted N410301.85DKK301.85
(100.00%)
26.38%150.925
(50.00%)
63.19%n.a.

Reference data

ISIN CH1303970805
Security 130397080
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'153.77

Coupon

Coupon (Coupon p.a.)15.38% (15.29% )
Coupon paymentguaranteed
Interest portion p.a.3.73%
Premium portion p.a.11.56%
Coupon date25.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.11.2023
Payment day23.11.2023
First trading day23.11.2023
Last trading day18.11.2024
Final fixing day18.11.2024
Redemption date25.11.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term186
Issue amount30'000.00

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 35.83%

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 Return3.73%
Cash value of fixed income investment upon issue96.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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