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6.01% p.a. ZKB Autocallable Barrier Reverse Convertible, 03.06.2025 on worst of NOVN SE/NESN SE/ROG SE
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1329137355 Security: 132913735 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.27%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 10.07.2024 11:23:50

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Nestlé N92.8492.40CHF92.400 (100.00%)0.47%64.680 (70.00%)30.33%
Novartis N97.0891.945CHF91.945 (100.00%)5.30%64.362 (70.00%)33.71%
Roche GS246.4230.45CHF230.450 (100.00%)6.32%161.315 (70.00%)34.42%

Reference data

ISIN CH1329137355
Security 132913735
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)NESN + 6.01%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date27.05.2024
Payment day03.06.2024
First trading day03.06.2024
Last trading day26.05.2025
Final fixing day26.05.2025
Redemption date03.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date26.11.2024
Residual term319
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 0.48%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.25%
Cash value of fixed income investment upon issue98.76%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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