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ZKB Callable Barrier Reverse Convertible on worst of
Deutsche Bank AG/Commerzbank AG

ISIN: CH1303986124 Security: 130398612 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.46%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 05:29:42

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Deutsche Bank N15.55812.722EUR12.72
(100.00%)
18.25%6.361
(50.00%)
59.12%786.0399
Commerzbank A15.58511.6025EUR11.60
(100.00%)
25.53%5.801
(50.00%)
62.76%861.8832

Reference data

ISIN CH1303986124
Security 130398612
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'823.57

Coupon

Coupon (Coupon p.a.)18.24% (12.16% )
Coupon paymentguaranteed
Interest portion p.a.3.00%
Premium portion p.a.9.16%
Coupon date17.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.01.2024
Payment day17.01.2024
First trading day17.01.2024
Last trading day10.07.2025
Final fixing day10.07.2025
Redemption date17.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term412
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 10'000.00
Performance of underlying since issue 22.32%

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 Return3.00%
Cash value of fixed income investment upon issue95.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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