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ZKB Barrier Reverse Convertible with Conditional Coupon on worst of
PSP Swiss Property AG/Roche Holding AG/Novartis AG/Nestlé AG

ISIN: CH1303979772 Security: 130397977 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.48%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 10.06.2024 10:20:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
PSP Swiss Property N112.9119.60CHF119.600 (100.00%)-6.22%95.680 (80.00%)15.03%
Roche GS241.6245.00CHF245.000 (100.00%)-1.28%196.000 (80.00%)18.97%
Novartis N94.3785.45CHF85.450 (100.00%)9.48%68.360 (80.00%)27.58%
Nestlé N96.8298.025CHF98.025 (100.00%)-1.41%78.420 (80.00%)18.87%

Reference data

ISIN CH1303979772
Security 130397977
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier observation continuous

Coupon

Coupon (Coupon p.a.)0.98%
Coupon paymentbedingt
Memory effectNein
Coupon Level75.00%

Life cycle

Issue price100.00%
Initial fixing date18.12.2023
Payment day27.12.2023
First trading day27.12.2023
Last trading day18.12.2024
Final fixing day18.12.2024
Redemption date27.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date20.06.2024
Residual term190
Issue amount500'000.00

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 -5.85%

Product type

SSPA derivative category Yield enhancement
SSPA code Express certificate (1260)

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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