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ZKB Reverse Convertible on worst of
Baloise-Holding AG/Adecco Group AG/Roche Holding AG

ISIN: CH1303988039 Security: 130398803 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.63%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:03

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bâloise-Hldg N149.7131.00CHF117.90 (90.00%)21.24%84.8176
Adecco N36.1639.30CHF35.37 (90.00%)2.18%282.7255
Roche GS237.1252.50CHF227.25 (90.00%)4.15%44.0044

Reference data

ISIN CH1303988039
Security 130398803
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)12.57% (9.97% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.8.64%
Coupon date23.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.01.2024
Payment day19.01.2024
First trading day19.01.2024
Last trading day14.04.2025
Final fixing day14.04.2025
Redemption date23.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term328
Issue amount20'000.00

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 -7.99%

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 Return1.33%
Cash value of fixed income investment upon issue98.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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