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ZKB Barrier Reverse Convertible on worst of
Visa Inc/Mastercard Inc/American Express Co/BlackRock Inc/Intel Corp

ISIN: CH1303978741 Security: 130397874 Symbol: n.a. Life cycle
Secondary market

Bid Price 87.83%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 04:12:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Visa A -A-281.52263.0942USD263.09
(100.00%)
6.39%144.702
(55.00%)
48.51%3.8009
Mastercard -A- N456.79426.1152USD426.12
(100.00%)
6.73%234.363
(55.00%)
48.70%2.3468
American Express A242.56174.8151USD174.82
(100.00%)
28.10%96.148
(55.00%)
60.46%5.7203
BlackRock N796.97775.0916USD775.09
(100.00%)
3.05%426.300
(55.00%)
46.68%1.2902
Intel A30.747345.1065USD45.11
(100.00%)
-48.72%24.809
(55.00%)
18.20%22.1697

Reference data

ISIN CH1303978741
Security 130397874
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'119.00

Coupon

Coupon (Coupon p.a.)11.90% (11.83% )
Coupon paymentguaranteed
Interest portion p.a.4.87%
Premium portion p.a.6.96%
Coupon date24.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.12.2023
Payment day21.12.2023
First trading day21.12.2023
Last trading day16.12.2024
Final fixing day16.12.2024
Redemption date23.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term216
Issue amount35'000.00

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 -32.76%

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 Return4.87%
Cash value of fixed income investment upon issue95.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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