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ZKB Callable Barrier Reverse Convertible on worst of
Sika AG/Sulzer AG/ABB Ltd

ISIN: CH1303989110 Security: 130398911 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.80%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 20.06.2024 01:50:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sika N261.3238.65CHF238.65
(100.00%)
8.67%140.804
(59.00%)
46.11%4.1902
Sulzer N120.484.30CHF84.30
(100.00%)
29.87%49.737
(59.00%)
58.62%11.8624
ABB N51.0836.27CHF36.27
(100.00%)
29.13%21.399
(59.00%)
58.19%27.5710

Reference data

ISIN CH1303989110
Security 130398911
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'076.07

Coupon

Coupon (Coupon p.a.)7.61% (5.07% )
Coupon paymentguaranteed
Interest portion p.a.1.24%
Premium portion p.a.3.83%
Coupon date23.07.2024
Day count convention30/360 (German), modified following
Accrued coupon0.86%

Life cycle

Issue price100.00%
Initial fixing date16.01.2024
Payment day23.01.2024
First trading day23.01.2024
Last trading day16.07.2025
Final fixing day16.07.2025
Redemption date23.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term390
Issue amount20'000.00

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 9.49%

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 Return1.24%
Cash value of fixed income investment upon issue98.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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