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ZKB Callable Barrier Reverse Convertible on worst of
Holcim Ltd/Kuehne + Nagel International AG/Sika AG

ISIN: CH1303993401 Security: 130399340 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.52%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.06.2024 05:45:10

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Holcim N78.763.46CHF63.46
(100.00%)
19.36%38.076
(60.00%)
51.62%15.7580
Kühne + Nagel Int N255.9284.90CHF284.90
(100.00%)
-11.33%170.940
(60.00%)
33.20%3.5100
Sika N255.4235.40CHF235.40
(100.00%)
7.83%141.240
(60.00%)
44.70%4.2481

Reference data

ISIN CH1303993401
Security 130399340
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'159.75

Coupon

Coupon (Coupon p.a.)15.98% (10.65% )
Coupon paymentguaranteed
Interest portion p.a.1.28%
Premium portion p.a.9.37%
Coupon date31.07.2024
Day count convention30/360 (German), modified following
Accrued coupon1.63%

Life cycle

Issue price100.00%
Initial fixing date24.01.2024
Payment day31.01.2024
First trading day31.01.2024
Last trading day24.07.2025
Final fixing day24.07.2025
Redemption date31.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term395
Issue amount50'000.00

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 -10.18%

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 Return1.28%
Cash value of fixed income investment upon issue98.11%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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