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ZKB Reverse Convertible on worst of
Porsche Automobil Holding SE/Renault SA/Bayer AG

ISIN: CH1304003614 Security: 130400361 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.67%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 11:18:55

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Porsche A Hldg VA50.146.82EUR32.77 (70.00%)34.58%1'525.5996
Renault A49.7337.7426EUR26.42 (70.00%)46.85%1'892.5200
Bayer N29.05528.545EUR19.98 (70.00%)31.16%2'502.3146

Reference data

ISIN CH1304003614
Security 130400361
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 50'000.00

Coupon

Coupon (Coupon p.a.)9.71% (9.71% )
Coupon paymentguaranteed
Interest portion p.a.3.38%
Premium portion p.a.6.33%
Coupon date20.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.02.2024
Payment day20.02.2024
First trading day20.02.2024
Last trading day13.02.2025
Final fixing day13.02.2025
Redemption date20.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term272
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 50'000.00
Performance of underlying since issue 1.68%

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 Return3.38%
Cash value of fixed income investment upon issue96.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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