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ZKB Callable Barrier Reverse Convertible on worst of
Lonza Group AG/Roche Holding AG/Novartis AG/Sandoz Group AG

ISIN: CH1303983899 Security: 130398389 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.35%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 11:12:26

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N514343.30CHF343.30
(100.00%)
33.18%205.980
(60.00%)
59.91%2.9129
Roche GS278.9250.25CHF250.25
(100.00%)
10.30%150.150
(60.00%)
46.18%3.9960
Novartis N95.8990.975CHF90.98
(100.00%)
5.01%54.585
(60.00%)
43.00%10.9920
Sandoz Group AG34.828.99CHF28.99
(100.00%)
16.70%17.394
(60.00%)
50.02%34.4947

Reference data

ISIN CH1303983899
Security 130398389
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'204.93

Coupon

Coupon (Coupon p.a.)20.49% (10.25% )
Coupon paymentguaranteed
Interest portion p.a.1.28%
Premium portion p.a.8.97%
Coupon date15.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.26%

Life cycle

Issue price100.00%
Initial fixing date08.01.2024
Payment day15.01.2024
First trading day15.01.2024
Last trading day08.01.2026
Final fixing day08.01.2026
Redemption date15.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term534
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 5.27%

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 Return1.28%
Cash value of fixed income investment upon issue97.49%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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