Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
Alphabet Inc/Amazon.com Inc/Apple Inc/Meta Platforms Inc/Microsoft Corp

ISIN: CH1303975051 Security: 130397505 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.83%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 33'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alphabet A -A-172.51135.3414USD135.34
(100.00%)
20.36%74.438
(55.00%)
56.20%7.3887
Amazon.Com A176.445146.8131USD146.81
(100.00%)
15.92%80.747
(55.00%)
53.76%6.8114
Apple A192.325189.7142USD189.71
(100.00%)
0.23%104.343
(55.00%)
45.13%5.2711
Meta Platforms N467.29332.6943USD332.69
(100.00%)
26.98%182.982
(55.00%)
59.84%3.0058
Microsoft N415.605379.3902USD379.39
(100.00%)
6.68%208.665
(55.00%)
48.67%2.6358

Reference data

ISIN CH1303975051
Security 130397505
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'242.98

Coupon

Coupon (Coupon p.a.)24.30% (16.23% )
Coupon paymentguaranteed
Interest portion p.a.4.82%
Premium portion p.a.11.41%
Coupon date07.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.11.2023
Payment day07.12.2023
First trading day07.12.2023
Last trading day30.05.2025
Final fixing day30.05.2025
Redemption date06.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term362
Issue amount33'000.00

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 0.23%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.82%
Cash value of fixed income investment upon issue93.20%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading