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ZKB Barrier Reverse Convertible auf
Nio Inc

ISIN: CH1303975739 Security: 130397573 Symbol: n.a. Life cycle
Secondary market

Bid Price 86.87%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 09:46:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nio Inc ADR5.417.22USD7.22
(100.00%)
-33.75%Hitn.v138.5042

Reference data

ISIN CH1303975739
Security 130397573
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'125.79

Coupon

Coupon (Coupon p.a.)12.58% (25.16% )
Coupon paymentguaranteed
Interest portion p.a.5.44%
Premium portion p.a.19.72%
Coupon date11.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.12.2023
Payment day11.12.2023
First trading day11.12.2023
Last trading day04.06.2024
Final fixing day04.06.2024
Redemption date11.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term20
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -25.23%

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 Return5.44%
Cash value of fixed income investment upon issue97.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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