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ZKB Reverse Convertible on worst of
Stadler Rail AG/Burckhardt Compression Holding AG/Sika AG

ISIN: CH1303968510 Security: 130396851 Symbol: n.a. Life cycle
Secondary market

Bid Price 75.96%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:35:25

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Stadler Rail N18.9632.75CHF29.48 (90.00%)-55.46%339.2706
Burckhardt Compr.N665497.75CHF447.98 (90.00%)32.64%22.3227
Sika N231.4229.95CHF206.96 (90.00%)10.56%48.3197

Reference data

ISIN CH1303968510
Security 130396851
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)12.70% (10.13% )
Coupon paymentguaranteed
Interest portion p.a.1.59%
Premium portion p.a.8.54%
Coupon date17.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.11.2023
Payment day16.11.2023
First trading day16.11.2023
Last trading day10.02.2025
Final fixing day10.02.2025
Redemption date17.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term78
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -42.11%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 Return1.59%
Cash value of fixed income investment upon issue98.04%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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