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8.12% p.a. ZKB Autocallable Barrier Reverse Convertible, 17.06.2026 on worst of SIE GY/DTE GY/SAP GY
Deutsche Telekom AG/SAP SE/Siemens AG

ISIN: CH1329142413 Security: 132914241 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.08%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 24.07.2024 12:05:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Deutsche Telekom N2422.61EUR22.610 (100.00%)5.71%12.436 (55.00%)48.14%
SAP A195.46174.71EUR174.710 (100.00%)10.75%96.091 (55.00%)50.91%
Siemens N172.24172.94EUR172.940 (100.00%)-0.43%95.117 (55.00%)44.76%

Reference data

ISIN CH1329142413
Security 132914241
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)DTE + 8.12%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date11.06.2024
Payment day17.06.2024
First trading day17.06.2024
Last trading day11.06.2026
Final fixing day11.06.2026
Redemption date17.06.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date10.06.2025
Residual term686
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 10'000.00
Performance of underlying since issue -0.43%

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 Return3.18%
Cash value of fixed income investment upon issue93.93%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.06.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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