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ZKB Barrier Reverse Convertible with Conditional Coupon on worst of
Holcim Ltd/Novartis AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1303988880 Security: 130398888 Symbol: n.a. Life cycle
redeemed

Bid Price 99.97%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 1'000'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 05:35:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Holcim N79.7864.76CHF64.760 (100.00%)17.38%49.218 (76.00%)37.21%
Novartis N91.1191.835CHF91.835 (100.00%)1.77%69.795 (76.00%)25.35%
Swiss Life N631593.70CHF593.700 (100.00%)8.83%451.212 (76.00%)30.71%
Zurich Insurance N468.7438.80CHF438.800 (100.00%)3.03%333.488 (76.00%)26.30%

Reference data

ISIN CH1303988880
Security 130398888
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier observation continuous

Coupon

Coupon (Coupon p.a.)1.02%
Coupon paymentbedingt
Memory effectNein
Coupon Level76.00%

Life cycle

Issue price100.00%
Initial fixing date15.01.2024
Payment day22.01.2024
First trading day22.01.2024
Last trading day15.01.2025
Final fixing day15.01.2025
Redemption date22.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date17.06.2024
Residual term230
Issue amount1'000'000.00

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 1.80%

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 date22.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date14.05.2024
Redemption amount1'000.00

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