Inhaltsseite: Home

ZKB Reverse Convertible on worst of
u-blox Holding AG/SGS Ltd/Bayer AG/The Swatch Group AG

ISIN: CH1303973809 Security: 130397380 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.50%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
u-blox N90.589.60CHF62.72 (70.00%)30.70%n.a.
SGS N82.2474.90CHF52.43 (70.00%)36.25%n.a.
Bayer N28.95532.245EUR22.57 (70.00%)22.05%n.a.
The Swatch Grp A196232.80CHF162.96 (70.00%)16.86%n.a.

Reference data

ISIN CH1303973809
Security 130397380
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)8.44% (8.44% )
Coupon paymentguaranteed
Interest portion p.a.1.65%
Premium portion p.a.6.78%
Coupon date04.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.11.2023
Payment day04.12.2023
First trading day04.12.2023
Last trading day27.11.2024
Final fixing day27.11.2024
Redemption date04.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term200
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -15.81%

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 Return1.65%
Cash value of fixed income investment upon issue98.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading