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ZKB Reverse Convertible on worst of
ARYZTA AG/SIG Combibloc Group AG/DKSH Holding AG/Cembra Money Bank AG

ISIN: CH1303975366 Security: 130397536 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.10%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 10:00:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ARYZTA N1.7541.6165CHF1.21 (75.00%)31.58%824.8273
SIG Combibloc Grp N19.2320.57CHF15.43 (75.00%)19.86%64.8193
DKSH Hldg N62.657.625CHF43.22 (75.00%)30.07%23.1381
Cembra Money Bank N70.965.625CHF49.22 (75.00%)30.68%20.3175

Reference data

ISIN CH1303975366
Security 130397536
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.72% (5.70% )
Coupon paymentguaranteed
Interest portion p.a.1.55%
Premium portion p.a.4.15%
Coupon date09.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date01.12.2023
Payment day08.12.2023
First trading day08.12.2023
Last trading day02.12.2024
Final fixing day02.12.2024
Redemption date09.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term199
Issue amount30'000.00

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 -6.42%

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 Return1.55%
Cash value of fixed income investment upon issue98.47%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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