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ZKB Callable Barrier Reverse Convertible on worst of
Infineon Technologies AG/SAP SE/Siemens AG/Allianz SE/AXA SA

ISIN: CH1303986850 Security: 130398685 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.11%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 76'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Infineon Technolog N36.82534.8775EUR34.88
(100.00%)
5.29%19.183
(55.00%)
47.91%28.6718
SAP A165.96143.44EUR143.44
(100.00%)
13.57%78.892
(55.00%)
52.46%6.9716
Siemens N176.26162.44EUR162.44
(100.00%)
7.84%89.342
(55.00%)
49.31%6.1561
Allianz N268.3243.425EUR243.43
(100.00%)
9.27%133.884
(55.00%)
50.10%4.1080
AXA A33.0529.68EUR29.68
(100.00%)
10.20%16.324
(55.00%)
50.61%33.6927

Reference data

ISIN CH1303986850
Security 130398685
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'265.52

Coupon

Coupon (Coupon p.a.)26.55% (13.26% )
Coupon paymentguaranteed
Interest portion p.a.2.78%
Premium portion p.a.10.48%
Coupon date18.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.01.2024
Payment day18.01.2024
First trading day18.01.2024
Last trading day12.01.2026
Final fixing day12.01.2026
Redemption date19.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term588
Issue amount76'000.00

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 5.58%

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 Return2.78%
Cash value of fixed income investment upon issue94.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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