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ZKB Barrier Reverse Convertible on worst of
BNP Paribas SA/Banco Santander SA/Société Générale SA

ISIN: CH1303987858 Security: 130398785 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.28%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BNP Paribas A72.3161.505EUR61.51
(100.00%)
14.94%36.903
(60.00%)
48.97%n.a.
Banco Santander N4.86053.8255EUR3.83
(100.00%)
21.29%2.295
(60.00%)
52.78%n.a.
Societe Generale A27.2323.895EUR23.90
(100.00%)
12.25%14.337
(60.00%)
47.35%n.a.

Reference data

ISIN CH1303987858
Security 130398785
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'031.23

Coupon

Coupon (Coupon p.a.)3.12% (6.26% )
Coupon paymentguaranteed
Interest portion p.a.1.59%
Premium portion p.a.4.67%
Coupon date19.07.2024
Day count conventionAct/365 (Englisch), 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 day12.07.2024
Final fixing day12.07.2024
Redemption date19.07.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term54
Issue amount50'000.00

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 13.96%

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 Return1.59%
Cash value of fixed income investment upon issue99.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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