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

ISIN: CH1304001105 Security: 130400110 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.66%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 120'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Carrefour A15.18515.4275EUR15.43
(100.00%)
-1.60%8.485
(55.00%)
44.12%648.1932
DANONE A58.7861.76EUR61.76
(100.00%)
-5.07%33.968
(55.00%)
42.21%161.9171
Unilever PLC N49.9945.855EUR45.86
(100.00%)
8.27%25.220
(55.00%)
49.55%218.0787

Reference data

ISIN CH1304001105
Security 130400110
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'666.64

Coupon

Coupon (Coupon p.a.)16.67% (8.31% )
Coupon paymentguaranteed
Interest portion p.a.2.82%
Premium portion p.a.5.49%
Coupon date14.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.02.2024
Payment day14.02.2024
First trading day14.02.2024
Last trading day09.02.2026
Final fixing day09.02.2026
Redemption date16.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term621
Issue amount120'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 10'000.00
Performance of underlying since issue -4.83%

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 Return2.82%
Cash value of fixed income investment upon issue94.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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