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ZKB Reverse Convertible on worst of
Roche Holding AG/Compagnie Financière Richemont SA/Adecco Group AG

ISIN: CH1303977743 Security: 130397774 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.19%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Roche GS237.1253.825CHF215.75 (85.00%)9.00%46.3497
Cie Fin Richemont N144.75116.175CHF98.75 (85.00%)31.78%101.2671
Adecco N36.1641.505CHF35.28 (85.00%)2.44%283.4527

Reference data

ISIN CH1303977743
Security 130397774
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)12.23% (9.74% )
Coupon paymentguaranteed
Interest portion p.a.1.39%
Premium portion p.a.8.36%
Coupon date17.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.12.2023
Payment day15.12.2023
First trading day15.12.2023
Last trading day10.03.2025
Final fixing day10.03.2025
Redemption date17.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term293
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -12.88%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.39%
Cash value of fixed income investment upon issue98.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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