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9.03% p.a. ZKB Autocallable Barrier Reverse Convertible, 19.06.2025 on worst of GLE FP/DBK GY/BNP FP
BNP Paribas SA/Deutsche Bank AG/Société Générale SA

ISIN: CH1329143023 Security: 132914302 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.56%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 26.06.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
BNP Paribas A60.2561.535EUR61.535 (100.00%)-2.13%30.768 (50.00%)48.93%
Deutsche Bank N14.66814.777EUR14.777 (100.00%)-0.74%7.389 (50.00%)49.63%
Societe Generale A22.22523.36EUR23.360 (100.00%)-5.11%11.680 (50.00%)47.45%

Reference data

ISIN CH1329143023
Security 132914302
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.)BNP + 9.03%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date13.06.2024
Payment day19.06.2024
First trading day19.06.2024
Last trading day12.06.2025
Final fixing day12.06.2025
Redemption date19.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date12.09.2024
Residual term350
Issue amount30'000.00

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 -4.86%

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 Return3.47%
Cash value of fixed income investment upon issue96.65%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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