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ZKB Barrier Reverse Convertible on worst of
Sika AG/Prosus N.V./BNP Paribas SA/Adyen N.V.

ISIN: CH1303987841 Security: 130398784 Symbol: n.a. Life cycle
Secondary market

Bid Price n.a.

Ask Price n.a.

Currency qn.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
Sika N281.4242.35CHF242.35
(100.00%)
8.72%193.880
(80.00%)
26.98%n.a.
Prosus NV Hldg A36.62526.94EUR26.94
(100.00%)
8.07%21.552
(80.00%)
26.46%n.a.
BNP Paribas A71.6161.50EUR61.50
(100.00%)
7.59%49.200
(80.00%)
26.07%n.a.
Adyen A1282.21'203.20EUR1'203.20
(100.00%)
19.12%962.560
(80.00%)
35.29%n.a.

Reference data

ISIN CH1303987841
Security 130398784
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'184.66

Coupon

Coupon (Coupon p.a.)18.47% (18.41% )
Coupon paymentguaranteed
Interest portion p.a.1.40%
Premium portion p.a.17.01%
Coupon date22.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.01.2024
Payment day19.01.2024
First trading day19.01.2024
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date20.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term240
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 8.21%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.40%
Cash value of fixed income investment upon issue98.61%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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