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ZKB Callable Barrier Reverse Convertible on worst of
Carrefour SA/Unilever NV/Danone SA

ISIN: CH1303996313 Security: 130399631 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.39%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 31.07.2024 09:30:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Carrefour A13.89515.8975EUR15.90
(100.00%)
-15.45%10.015
(63.00%)
27.27%n.a.
Unilever PLC N56.6244.90EUR44.90
(100.00%)
20.11%28.287
(63.00%)
49.67%n.a.
DANONE A61.5862.09EUR62.09
(100.00%)
-5.52%39.117
(63.00%)
33.52%n.a.

Reference data

ISIN CH1303996313
Security 130399631
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'055.51

Coupon

Coupon (Coupon p.a.)5.55% (5.55% )
Coupon paymentguaranteed
Interest portion p.a.1.34%
Premium portion p.a.4.21%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.01.2024
Payment day05.02.2024
First trading day05.02.2024
Last trading day29.01.2025
Final fixing day29.01.2025
Redemption date05.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term181
Issue amount200'000.00

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 -13.38%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.34%
Cash value of fixed income investment upon issue98.68%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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