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ZKB Barrier Reverse Convertible on worst of
Fresenius SE & Co. KGaA/Prosus N.V.

ISIN: CH1303990480 Security: 130399048 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.62%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 90'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Fresenius SE C A27.9226.28EUR26.28
(100.00%)
5.87%19.710
(75.00%)
29.41%38.0518
Prosus NV Hldg A35.7426.025EUR26.03
(100.00%)
27.18%19.519
(75.00%)
45.39%38.4246

Reference data

ISIN CH1303990480
Security 130399048
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'075.49

Coupon

Coupon (Coupon p.a.)7.55% (18.13% )
Coupon paymentguaranteed
Interest portion p.a.3.90%
Premium portion p.a.14.22%
Coupon date24.06.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.01.2024
Payment day24.01.2024
First trading day24.01.2024
Last trading day17.06.2024
Final fixing day17.06.2024
Redemption date24.06.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term30
Issue amount90'000.00

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 6.24%

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 Return3.90%
Cash value of fixed income investment upon issue98.42%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.06.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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