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ZKB Reverse Convertible on worst of
Schneider Electric SE/Siemens AG

ISIN: CH1303966324 Security: 130396632 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.56%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 08.05.2024 10:15:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Schneider Electric A229.75149.99EUR127.49 (85.00%)43.59%7.8437
Siemens N184.08127.83EUR108.66 (85.00%)40.64%9.2034

Reference data

ISIN CH1303966324
Security 130396632
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)4.85% (9.08% )
Coupon paymentguaranteed
Interest portion p.a.3.97%
Premium portion p.a.5.12%
Coupon date22.05.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.11.2023
Payment day09.11.2023
First trading day09.11.2023
Last trading day15.05.2024
Final fixing day15.05.2024
Redemption date22.05.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term5
Issue amount200'000.00

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 43.19%

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 Return3.97%
Cash value of fixed income investment upon issue97.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.05.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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