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ZKB Reverse Convertible on worst of
Julius Baer Gruppe AG/VAT Group AG/SIG Combibloc Group AG

ISIN: CH1303988807 Security: 130398880 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Julius Baer Grp N54.4847.45CHF42.71 (90.00%)11.05%117.0823
VAT Group N465.6391.15CHF352.04 (90.00%)22.13%14.2031
SIG Combibloc Grp N19.218.55CHF16.70 (90.00%)13.63%299.4909

Reference data

ISIN CH1303988807
Security 130398880
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)5.37% (19.99% )
Coupon paymentguaranteed
Interest portion p.a.1.66%
Premium portion p.a.18.33%
Coupon daten.a.
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.01.2024
Payment day22.01.2024
First trading day22.01.2024
Last trading day22.04.2024
Final fixing day22.04.2024
Redemption date29.04.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount1'000'000.00

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 1.18%

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 Return1.66%
Cash value of fixed income investment upon issue99.56%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.04.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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