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ZKB Reverse Convertible on worst of
Flughafen Zuerich AG/Sonova Holding AG/dormakaba Holding AG/Schindler Holding AG/Zurich Insurance Group AG

ISIN: CH1303979616 Security: 130397961 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.12%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 03:55:43

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Flughafen Zürich N191.7179.2604CHF143.41 (80.00%)25.54%6.9731
Sonova Hldg N298.3274.20CHF219.36 (80.00%)26.44%4.5587
dormakaba Hldg N494448.00CHF358.40 (80.00%)27.45%2.7902
Schindler Hldg PS243206.1058CHF164.88 (80.00%)32.03%6.0648
Zurich Insurance N464.8444.80CHF355.84 (80.00%)23.43%2.8103

Reference data

ISIN CH1303979616
Security 130397961
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)7.80% (7.80% )
Coupon paymentguaranteed
Interest portion p.a.1.38%
Premium portion p.a.6.42%
Coupon date27.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.12.2023
Payment day27.12.2023
First trading day27.12.2023
Last trading day18.12.2024
Final fixing day18.12.2024
Redemption date27.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term215
Issue amount40'000.00

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 4.47%

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 Return1.38%
Cash value of fixed income investment upon issue98.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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