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ZKB Reverse Convertible on worst of
Siemens AG/Deutsche Post AG/Allianz SE

ISIN: CH1304000198 Security: 130400019 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.21%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 11'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Siemens N188.4163.99EUR131.19 (80.00%)30.37%7.6224
Deutsche Post N39.5843.7825EUR35.03 (80.00%)11.51%28.5502
Allianz N265.5245.975EUR196.78 (80.00%)25.88%5.0818

Reference data

ISIN CH1304000198
Security 130400019
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)7.99% (7.99% )
Coupon paymentguaranteed
Interest portion p.a.3.38%
Premium portion p.a.4.61%
Coupon date13.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.02.2024
Payment day13.02.2024
First trading day13.02.2024
Last trading day06.02.2025
Final fixing day06.02.2025
Redemption date13.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term270
Issue amount11'000.00

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 -9.60%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.38%
Cash value of fixed income investment upon issue96.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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