Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
AXA SA/Swiss Life Holding AG/Swiss Re AG/Zurich Insurance Group AG

ISIN: CH1303976240 Security: 130397624 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
AXA A33.5328.945EUR28.95
(100.00%)
3.76%14.473
(50.00%)
51.88%n.a.
Swiss Life N619560.40CHF560.40
(100.00%)
2.94%280.200
(50.00%)
51.47%n.a.
Swiss Re N111.999.90CHF99.90
(100.00%)
-0.54%49.950
(50.00%)
49.73%n.a.
Zurich Insurance N473.1438.95CHF438.95
(100.00%)
2.78%219.475
(50.00%)
51.39%n.a.

Reference data

ISIN CH1303976240
Security 130397624
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'111.18

Coupon

Coupon (Coupon p.a.)11.12% (7.40% )
Coupon paymentguaranteed
Interest portion p.a.3.14%
Premium portion p.a.4.26%
Coupon date11.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.12.2023
Payment day11.12.2023
First trading day11.12.2023
Last trading day04.06.2025
Final fixing day04.06.2025
Redemption date12.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term376
Issue amount20'000.00

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 -0.54%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.14%
Cash value of fixed income investment upon issue95.47%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading