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ZKB Callable Barrier Reverse Convertible on worst of
BACHEM HOLDING AG/Lonza Group AG/Schindler Holding AG

ISIN: CH1303994300 Security: 130399430 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bachem Holding90.655.225CHF55.23
(100.00%)
31.78%38.658
(70.00%)
52.25%36.2155
Lonza Grp N529.2381.25CHF381.25
(100.00%)
27.08%266.875
(70.00%)
48.95%5.2459
Schindler Hldg N232.5201.20CHF201.20
(100.00%)
9.57%140.840
(70.00%)
36.70%9.9404

Reference data

ISIN CH1303994300
Security 130399430
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 2'000.00
Barrier level observation continuous
Maximum repayment 2'321.78

Coupon

Coupon (Coupon p.a.)16.09% (16.00% )
Coupon paymentguaranteed
Interest portion p.a.1.43%
Premium portion p.a.14.57%
Coupon date03.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.01.2024
Payment day01.02.2024
First trading day01.02.2024
Last trading day27.01.2025
Final fixing day27.01.2025
Redemption date03.02.2025
Redemption typephysical delivery or cash settlement
Early redemption24.04.2024
Residual term254
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 2'000.00
Performance of underlying since issue 10.59%

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 Return1.43%
Cash value of fixed income investment upon issue98.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date24.04.2024
Redemption amount2'000.00

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