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ZKB Reverse Convertible on worst of
SGS Ltd/Compagnie Financière Richemont SA/The Swatch Group AG/Avolta AG

ISIN: CH1303989318 Security: 130398931 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.50%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
SGS N86.7273.03CHF58.42 (80.00%)32.63%17.1163
Cie Fin Richemont N118.55108.125CHF86.50 (80.00%)27.04%11.5607
The Swatch Grp A159.5214.50CHF171.60 (80.00%)-7.59%5.8275
Avolta N33.9430.98CHF24.78 (80.00%)26.98%40.3486

Reference data

ISIN CH1303989318
Security 130398931
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)8.11% (8.11% )
Coupon paymentguaranteed
Interest portion p.a.1.37%
Premium portion p.a.6.74%
Coupon date23.01.2025
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 day16.01.2025
Final fixing day16.01.2025
Redemption date23.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term53
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 -25.64%

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 Return1.37%
Cash value of fixed income investment upon issue98.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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