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ZKB Reverse Convertible on worst of
Siegfried Holding AG/Sandoz Group AG/Roche Holding AG

ISIN: CH1303975218 Security: 130397521 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.24%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 12:40:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Siegfried Holding N862785.50CHF667.68 (85.00%)22.54%1.4977
Sandoz Group AG32.1725.53CHF21.70 (85.00%)32.54%46.0819
Roche GS222.4236.925CHF201.39 (85.00%)9.49%4.9656

Reference data

ISIN CH1303975218
Security 130397521
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.41% (6.37% )
Coupon paymentguaranteed
Interest portion p.a.1.56%
Premium portion p.a.4.81%
Coupon date09.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.11.2023
Payment day07.12.2023
First trading day07.12.2023
Last trading day02.12.2024
Final fixing day02.12.2024
Redemption date09.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term201
Issue amount100'000.00

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 -6.09%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.56%
Cash value of fixed income investment upon issue98.46%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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