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5.02% p.a. ZKB Autocallable Reverse Convertible, 25.04.2025 on worst of SLHN SE/ZURN SE/SREN SE
Swiss Re AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1303989185 Security: 130398918 Symbol: n.a. Life cycle
redeemed

Bid Price 100.24%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 16.07.2024 05:10:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Swiss Re N105.5597.52CHF80.94 (83.00%)26.05%12.3546
Swiss Life N668.2595.80CHF494.51 (83.00%)26.63%2.0222
Zurich Insurance N465.8440.35CHF365.49 (83.00%)23.23%2.7360

Reference data

ISIN CH1303989185
Security 130398918
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)SREN + 5.02%
Coupon paymentguaranteed
Interest portion p.a.SREN
Premium portion p.a.5.022%
Coupon date23.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.01.2024
Payment day23.01.2024
First trading day23.01.2024
Last trading day16.04.2025
Final fixing day16.04.2025
Redemption date25.04.2025
Redemption typephysical delivery or cash settlement
Early redemption16.07.2024
Residual term267
Issue amount20'000.00

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 8.12%

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 Return1.30%
Cash value of fixed income investment upon issue98.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date16.07.2024
Redemption amount1'000.00

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