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ZKB Barrier Reverse Convertible on worst of
Bayer AG/Fresenius SE & Co. KGaA/Heidelberg Materials AG

ISIN: CH1303982420 Security: 130398242 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bayer Nn.v34.9025EUR34.90
(100.00%)
-21.29%24.432
(70.00%)
15.09%28.6512
Fresenius SE C An.v28.715EUR28.72
(100.00%)
-15.14%20.101
(70.00%)
19.40%34.825
Heidelberg Mat. In.v79.54EUR79.54
(100.00%)
20.28%55.678
(70.00%)
44.20%12.5723

Reference data

ISIN CH1303982420
Security 130398242
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'037.34

Coupon

Coupon (Coupon p.a.)3.73% (14.98% )
Coupon paymentguaranteed
Interest portion p.a.3.97%
Premium portion p.a.11.01%
Coupon daten.a.
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.01.2024
Payment day11.01.2024
First trading day11.01.2024
Last trading day04.04.2024
Final fixing day04.04.2024
Redemption date11.04.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount20'000.00

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 -17.56%

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 Return3.97%
Cash value of fixed income investment upon issue99.04%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.04.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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