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ZKB Barrier Reverse Convertible on worst of
Cap Gemini SA/TotalEnergies SE/Air Liquide SA/Dassault Systemes SA

ISIN: CH1303976950 Security: 130397695 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.62%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cap Gemini209190.175EUR190.18
(100.00%)
9.01%133.123
(70.00%)
36.31%n.a.
Total A67.4761.645EUR61.65
(100.00%)
8.63%43.152
(70.00%)
36.04%n.a.
Air Liquide A186.88172.86EUR172.86
(100.00%)
7.50%121.002
(70.00%)
35.25%n.a.
Dassault Systemes A38.1743.8275EUR43.83
(100.00%)
-14.82%30.679
(70.00%)
19.62%n.a.

Reference data

ISIN CH1303976950
Security 130397695
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'140.76

Coupon

Coupon (Coupon p.a.)14.08% (14.15% )
Coupon paymentguaranteed
Interest portion p.a.5.10%
Premium portion p.a.9.06%
Coupon date11.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.12.2023
Payment day13.12.2023
First trading day13.12.2023
Last trading day06.12.2024
Final fixing day06.12.2024
Redemption date11.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term204
Issue amount50'000.00

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 -12.91%

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 Return5.10%
Cash value of fixed income investment upon issue95.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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