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ZKB Callable Barrier Reverse Convertible on worst of
Swiss Market Index SMI/S&P 500®/EURO STOXX 50

ISIN: CH1303978279 Security: 130397827 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.23%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 350'000.00

Volume n.a.

Date/time (realtime) 14.06.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index12044.5911'126.2787CHF11'126.28
(100.00%)
7.62%7'232.081
(65.00%)
39.96%n.a.
S&P 500® Indexn.a.4'612.6503USD4'612.65
(100.00%)
14.93%2'998.223
(65.00%)
44.70%n.a.
EURO STOXX 50® Index4839.144'541.4391EUR4'541.44
(100.00%)
6.15%2'951.935
(65.00%)
39.00%n.a.

Reference data

ISIN CH1303978279
Security 130397827
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'090.00

Coupon

Coupon (Coupon p.a.)9.00% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.3.13%
Premium portion p.a.2.87%
Coupon date18.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.12.2023
Payment day18.12.2023
First trading day18.12.2023
Last trading day11.06.2025
Final fixing day11.06.2025
Redemption date18.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term360
Issue amount350'000.00

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 6.56%

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 Return3.13%
Cash value of fixed income investment upon issue95.49%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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