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ZKB Callable Barrier Reverse Convertible on worst of
Chocoladefabriken Lindt & Spruengli AG/Holcim Ltd/Compagnie Financière Richemont SA

ISIN: CH1304004182 Security: 130400418 Symbol: Z0954Z Life cycle
Secondary market

Bid Price 99.21%

Ask Price 99.91%

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 31.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lindt & Sprüngli...1051011'320.00CHF11'320.00
(100.00%)
-7.71%6'803.320
(60.10%)
35.27%1.7668
Holcim N78.7866.54CHF66.54
(100.00%)
15.54%39.991
(60.10%)
49.24%300.5711
Cie Fin Richemont N144.05134.25CHF134.25
(100.00%)
6.80%80.684
(60.10%)
43.99%148.9758

Reference data

ISIN CH1304004182
Security 130400418
Symbol Z0954Z
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation at maturity
Maximum repayment 21'625.00

Coupon

Coupon (Coupon p.a.)8.13% (6.50% )
Coupon paymentguaranteed
Interest portion p.a.1.23%
Premium portion p.a.5.27%
Coupon date21.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.02.2024
Payment day21.02.2024
First trading day21.02.2024
Last trading day14.05.2025
Final fixing day14.05.2025
Redemption date21.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term345
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -7.16%

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 Return1.23%
Cash value of fixed income investment upon issue98.49%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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