Inhaltsseite: Home

ZKB Reverse Convertible on worst of
Swiss Re AG/Nestlé AG/Roche Holding AG/Novartis AG

ISIN: CH1303990779 Security: 130399077 Symbol: n.a. Life cycle
Secondary market

Bid Price n.a.

Ask Price n.a.

Currency qn.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
Swiss Re N110.797.40CHF89.61 (92.00%)8.34%n.a.
Nestlé N95.0697.48CHF89.68 (92.00%)7.95%n.a.
Roche GS231.9245.975CHF226.30 (92.00%)7.29%n.a.
Novartis N93.1693.145CHF85.69 (92.00%)8.64%n.a.

Reference data

ISIN CH1303990779
Security 130399077
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)7.26% (14.51% )
Coupon paymentguaranteed
Interest portion p.a.5.29%
Premium portion p.a.9.22%
Coupon date28.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.01.2024
Payment day25.01.2024
First trading day25.01.2024
Last trading day18.07.2024
Final fixing day18.07.2024
Redemption date25.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term55
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -0.76%

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 Return5.29%
Cash value of fixed income investment upon issue97.46%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading