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ZKB Reverse Convertible on worst of
Bayerische Motoren Werke AG/Mercedes-Benz Group AG/Volkswagen AG/Dr. Ing. h.c. F. Porsche Aktiengesellschaft

ISIN: CH1303976646 Security: 130397664 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.21%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 04.07.2024 10:25:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BMW A88.996.58EUR82.09 (85.00%)7.45%n.a.
Daimler N66.1960.83EUR51.71 (85.00%)21.68%n.a.
Volkswagen VA107.95107.51EUR91.38 (85.00%)15.27%n.a.
DIF Porsche A69.8883.19EUR70.71 (85.00%)-1.39%n.a.

Reference data

ISIN CH1303976646
Security 130397664
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)9.85% (9.85% )
Coupon paymentguaranteed
Interest portion p.a.1.44%
Premium portion p.a.8.42%
Coupon date12.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.12.2023
Payment day12.12.2023
First trading day12.12.2023
Last trading day05.12.2024
Final fixing day05.12.2024
Redemption date12.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term153
Issue amount25'000.00

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 -16.17%

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 Return1.44%
Cash value of fixed income investment upon issue98.59%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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