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ZKB Barrier Reverse Convertible with Conditional Coupon on worst of
The Swatch Group AG/Compagnie Financière Richemont SA/Nestlé AG/Roche Holding AG

ISIN: CH1303990431 Security: 130399043 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.57%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 45'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
The Swatch Grp A193.95213.25CHF213.250 (100.00%)-9.95%149.275 (70.00%)23.03%
Cie Fin Richemont N143.8115.775CHF115.775 (100.00%)19.49%81.043 (70.00%)43.64%
Nestlé N91.6497.78CHF97.780 (100.00%)-6.70%68.446 (70.00%)25.31%
Roche GS228.8245.65CHF245.650 (100.00%)-7.36%171.955 (70.00%)24.84%

Reference data

ISIN CH1303990431
Security 130399043
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier observation at maturity

Coupon

Coupon (Coupon p.a.)2.16%
Coupon paymentbedingt
Memory effectNein
Coupon Level70.00%

Life cycle

Issue price100.00%
Initial fixing date18.01.2024
Payment day25.01.2024
First trading day25.01.2024
Last trading day20.01.2025
Final fixing day20.01.2025
Redemption date27.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date22.07.2024
Residual term236
Issue amount45'000.00

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 -9.05%

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 date27.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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