Inhaltsseite: Home

9.11% p.a. ZKB Autocallable Barrier Reverse Convertible, 10.06.2025 on worst of ROG SE/NESN SE/NOVN SE
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1329139344 Security: 132913934 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.83%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 600'000.00

Volume n.a.

Date/time (realtime) 26.06.2024 03:15:35

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Nestlé N92.9495.24CHF100.002 (105.00%)-2.36%76.192 (80.00%)18.11%
Novartis N96.0792.785CHF97.424 (105.00%)3.46%74.228 (80.00%)22.77%
Roche GS250.1229.65CHF241.133 (105.00%)8.18%183.720 (80.00%)26.54%

Reference data

ISIN CH1329139344
Security 132913934
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 + 9.11%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date31.05.2024
Payment day07.06.2024
First trading day07.06.2024
Last trading day02.06.2025
Final fixing day02.06.2025
Redemption date10.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date02.09.2024
Residual term340
Issue amount600'000.00

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 -2.31%

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 Return1.31%
Cash value of fixed income investment upon issue98.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading