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ZKB Barrier Reverse Convertible on worst of
Chevron Corporation/Eli Lilly & Co/Boeing Co

ISIN: CH1303987577 Security: 130398757 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.59%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 25'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Chevron163.3801145.285USD145.29
(100.00%)
10.77%101.700
(70.00%)
37.54%6.8830
Eli Lilly & Co A780.62630.555USD630.56
(100.00%)
18.82%441.389
(70.00%)
43.18%1.5859
Boeing A177.69225.215USD225.22
(100.00%)
-26.77%157.651
(70.00%)
11.26%4.4402

Reference data

ISIN CH1303987577
Security 130398757
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'079.42

Coupon

Coupon (Coupon p.a.)7.94% (15.97% )
Coupon paymentguaranteed
Interest portion p.a.5.29%
Premium portion p.a.10.69%
Coupon date18.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.01.2024
Payment day19.01.2024
First trading day19.01.2024
Last trading day11.07.2024
Final fixing day11.07.2024
Redemption date18.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term56
Issue amount25'000.00

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 -21.12%

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 Return5.29%
Cash value of fixed income investment upon issue97.47%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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