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ZKB Reverse Convertible on worst of
Allianz SE/ING Group NV/Société Générale SA

ISIN: CH1303993153 Security: 130399315 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.29%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 15'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:44

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Allianz N291.1245.275EUR196.22 (80.00%)32.59%5.0963
ING Groep14.82412.869EUR10.30 (80.00%)30.55%97.1326
Societe Generale A26.6423.38EUR18.70 (80.00%)29.79%53.4645

Reference data

ISIN CH1303993153
Security 130399315
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)8.44% (8.42% )
Coupon paymentguaranteed
Interest portion p.a.3.39%
Premium portion p.a.5.03%
Coupon date30.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.01.2024
Payment day30.01.2024
First trading day30.01.2024
Last trading day23.01.2025
Final fixing day23.01.2025
Redemption date30.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term62
Issue amount15'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 13.94%

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 Return3.39%
Cash value of fixed income investment upon issue96.71%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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