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11.92% p.a. ZKB Autocallable Barrier Reverse Convertible, 22.05.2026 on worst of AI FP/WCH GY
Air Liquide SA/Wacker Chemie AG

ISIN: CH1329134071 Security: 132913407 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.42%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 30.07.2024 05:40:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Air Liquide A167.6169.8727EUR169.873 (100.00%)-1.36%101.924 (60.00%)39.19%
Wacker Chemie A92.16103.175EUR103.175 (100.00%)-11.95%61.905 (60.00%)32.83%

Reference data

ISIN CH1329134071
Security 132913407
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)AI + 11.92%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date15.05.2024
Payment day22.05.2024
First trading day22.05.2024
Last trading day15.05.2026
Final fixing day15.05.2026
Redemption date22.05.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date15.08.2024
Residual term652
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -10.68%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

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 Return3.11%
Cash value of fixed income investment upon issue94.06%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.05.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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