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ZKB Barrier Reverse Convertible auf
AIR France - KLM

ISIN: CH1303979889 Security: 130397988 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.39%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 1'000'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AIR France - KLM A10.713.444EUR13.44
(100.00%)
-27.31%10.083
(75.00%)
4.52%74.3826

Reference data

ISIN CH1303979889
Security 130397988
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'067.90

Coupon

Coupon (Coupon p.a.)6.79% (13.62% )
Coupon paymentguaranteed
Interest portion p.a.3.84%
Premium portion p.a.9.78%
Coupon date27.06.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.12.2023
Payment day28.12.2023
First trading day28.12.2023
Last trading day20.06.2024
Final fixing day20.06.2024
Redemption date27.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term29
Issue amount1'000'000.00

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 -21.45%

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 Return3.84%
Cash value of fixed income investment upon issue98.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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