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ZKB Barrier Reverse Convertible on worst of
Allianz SE/Heidelberg Materials AG/Münchner Rück AG

ISIN: CH1303988815 Security: 130398881 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.93%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 85'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 05:40:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Allianz N266.1241.30EUR241.30
(100.00%)
9.32%156.845
(65.00%)
41.06%4.1442
Heidelberg Mat. I101.4584.84EUR84.84
(100.00%)
16.37%55.146
(65.00%)
45.64%11.7869
Münchener Rück ...447.5383.55EUR383.55
(100.00%)
14.29%249.308
(65.00%)
44.29%2.6072

Reference data

ISIN CH1303988815
Security 130398881
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.51

Coupon

Coupon (Coupon p.a.)10.05% (10.05% )
Coupon paymentguaranteed
Interest portion p.a.3.30%
Premium portion p.a.6.75%
Coupon date22.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.01.2024
Payment day22.01.2024
First trading day22.01.2024
Last trading day15.01.2025
Final fixing day15.01.2025
Redemption date22.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term246
Issue amount85'000.00

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 10.28%

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 Return3.30%
Cash value of fixed income investment upon issue96.81%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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