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8.75% p.a. ZKB Callable Barrier Reverse Convertible, 23.01.2025 on worst of SREN SE/HELN SE/ZURN SE/SLHN SE/HOLN SE
Holcim Ltd/Zurich Insurance Group AG/Swiss Life Holding AG/Swiss Re AG/Helvetia Holding AG

ISIN: CH1303989292 Security: 130398929 Symbol: n.a. Life cycle
redeemed

Bid Price 101.12%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 16.07.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Holcim N85.3664.33CHF64.33
(100.00%)
23.45%41.815
(65.00%)
50.24%15.5448
Zurich Insurance N474.5440.35CHF440.35
(100.00%)
7.49%286.228
(65.00%)
39.87%2.2709
Swiss Life N675.8596.60CHF596.60
(100.00%)
11.48%387.790
(65.00%)
42.46%1.6762
Swiss Re N107.197.97CHF97.97
(100.00%)
10.45%63.681
(65.00%)
41.79%10.2072
Helvetia Hldg N130.6119.75CHF119.75
(100.00%)
5.86%77.838
(65.00%)
38.81%8.3507

Reference data

ISIN CH1303989292
Security 130398929
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.50

Coupon

Coupon (Coupon p.a.)8.75% (8.75% )
Coupon paymentguaranteed
Interest portion p.a.1.37%
Premium portion p.a.7.38%
Coupon date23.10.2024
Day count convention30/360 (German), modified following
Accrued coupon2.07%

Life cycle

Issue price100.00%
Initial fixing date16.01.2024
Payment day23.01.2024
First trading day23.01.2024
Last trading day16.01.2025
Final fixing day16.01.2025
Redemption date23.01.2025
Redemption typephysical delivery or cash settlement
Early redemption16.07.2024
Residual term176
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 6.22%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.37%
Cash value of fixed income investment upon issue98.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date16.07.2024
Redemption amount1'000.00

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