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ZKB Reverse Convertible on worst of
Dr. Ing. h.c. F. Porsche Aktiengesellschaft/Porsche Automobil Holding SE/Mercedes-Benz Group AG/Ferrari N.V./Volkswagen AG

ISIN: CH1304002475 Security: 130400247 Symbol: n.a. Life cycle
Secondary market

Bid Price 93.86%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:35

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
DIF Porsche A57.2281.21EUR60.91 (75.00%)-6.44%1'641.8339
Porsche A Hldg VA33.9646.68EUR35.01 (75.00%)-3.09%2'856.3268
Daimler N51.8565.81EUR49.36 (75.00%)4.81%2'026.0345
Ferrari A409.05363.50EUR272.63 (75.00%)33.35%366.8042
Volkswagen VA81.24119.54EUR89.66 (75.00%)-10.36%1'115.3868

Reference data

ISIN CH1304002475
Security 130400247
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 100'000.00

Coupon

Coupon (Coupon p.a.)8.68% (8.68% )
Coupon paymentguaranteed
Interest portion p.a.3.42%
Premium portion p.a.5.26%
Coupon date19.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day19.02.2024
First trading day19.02.2024
Last trading day12.02.2025
Final fixing day12.02.2025
Redemption date19.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term82
Issue amount300'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 100'000.00
Performance of underlying since issue -32.04%

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 Return3.42%
Cash value of fixed income investment upon issue96.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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