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ZKB Reverse Convertible on worst of
Compagnie Financière Richemont SA/Lonza Group AG/Roche Holding AG

ISIN: CH1303985415 Security: 130398541 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.12%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 15'000.00

Volume n.a.

Date/time (realtime) 29.05.2024 09:35:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Cie Fin Richemont N143.25112.475CHF89.98 (80.00%)37.43%55.5679
Lonza Grp N489.5356.60CHF285.28 (80.00%)42.39%17.5266
Roche GS229.1252.20CHF201.76 (80.00%)11.82%24.7819

Reference data

ISIN CH1303985415
Security 130398541
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)4.53% (6.78% )
Coupon paymentguaranteed
Interest portion p.a.1.57%
Premium portion p.a.5.22%
Coupon date16.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.01.2024
Payment day16.01.2024
First trading day16.01.2024
Last trading day09.09.2024
Final fixing day09.09.2024
Redemption date16.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term102
Issue amount15'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -9.28%

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 Return1.57%
Cash value of fixed income investment upon issue98.97%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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