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ZKB Reverse Convertible on worst of
ConocoPhillips/Halliburton Co/Schlumberger Ltd

ISIN: CH1303980978 Security: 130398097 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.37%

Ask Price n.a.

Currency USD

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
ConocoPhillips A121.91115.855USD98.48 (85.00%)19.58%10.1547
Halliburton A37.0736.445USD30.98 (85.00%)16.95%32.2807
Schlumberger A48.552.545USD44.66 (85.00%)7.96%22.3898

Reference data

ISIN CH1303980978
Security 130398097
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.11% (12.26% )
Coupon paymentguaranteed
Interest portion p.a.5.30%
Premium portion p.a.6.95%
Coupon date03.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.12.2023
Payment day03.01.2024
First trading day03.01.2024
Last trading day26.06.2024
Final fixing day26.06.2024
Redemption date03.07.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term45
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -7.65%

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 Return5.30%
Cash value of fixed income investment upon issue97.46%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.07.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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