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10.20% p.a. ZKB Autocallable Barrier Reverse Convertible, 10.06.2025 on worst of PGHN SE/ABBN SE/BAER SE
ABB Ltd/Julius Baer Gruppe AG/Partners Group Holding AG

ISIN: CH1329139534 Security: 132913953 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.26%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 380'000.00

Volume n.a.

Date/time (realtime) 26.07.2024 05:40:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
ABB N48.2249.77CHF51.263 (103.00%)-3.21%32.351 (65.00%)32.91%
Julius Baer Grp N47.4554.66CHF56.300 (103.00%)-15.19%35.529 (65.00%)25.12%
Part Grp Hldg N11801'211.50CHF1'247.845 (103.00%)-2.67%787.475 (65.00%)33.26%

Reference data

ISIN CH1329139534
Security 132913953
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ABBN + 10.20%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date03.06.2024
Payment day10.06.2024
First trading day10.06.2024
Last trading day02.06.2025
Final fixing day02.06.2025
Redemption date10.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date03.09.2024
Residual term309
Issue amount380'000.00

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 -13.19%

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 Return1.29%
Cash value of fixed income investment upon issue98.73%
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-

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