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ZKB Callable Barrier Reverse Convertible on worst of
u-blox Holding AG/Roche Holding AG/UBS Group AG/Sika AG/Compagnie Financière Richemont SA

ISIN: CH1303992643 Security: 130399264 Symbol: n.a. Life cycle
redeemed

Bid Price 99.82%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.05.2024 10:15:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
u-blox N96.187.20CHF87.20
(100.00%)
9.17%46.216
(53.00%)
51.86%11.4679
Roche GS241.1247.80CHF247.80
(100.00%)
-6.12%131.334
(53.00%)
43.75%4.0355
UBS Group AG28.3125.36CHF25.36
(100.00%)
8.58%13.441
(53.00%)
51.55%39.4322
Sika N273.1232.00CHF232.00
(100.00%)
17.61%122.960
(53.00%)
56.34%4.3103
Cie Fin Richemont N150.1117.65CHF117.65
(100.00%)
17.15%62.355
(53.00%)
56.09%8.4998

Reference data

ISIN CH1303992643
Security 130399264
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'050.50

Coupon

Coupon (Coupon p.a.)5.05% (10.10% )
Coupon paymentguaranteed
Interest portion p.a.1.59%
Premium portion p.a.8.51%
Coupon date28.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.01.2024
Payment day29.01.2024
First trading day29.01.2024
Last trading day22.07.2024
Final fixing day22.07.2024
Redemption date29.07.2024
Redemption typephysical delivery or cash settlement
Early redemption22.05.2024
Residual term44
Issue amount30'000.00

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 -5.77%

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 Return1.59%
Cash value of fixed income investment upon issue99.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date22.05.2024
Redemption amount1'000.00

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