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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis - Sandoz Basket/Roche Holding AG

ISIN: CH1132876520 Security: 113287652 Symbol: Z0329Z Life cycle
Secondary market

Bid Price 72.64%

Ask Price 73.14%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N96.62112.00CHF112.00
(100.00%)
-15.92%n.v.n.v8.9286
Roche GS237.1349.50CHF349.50
(100.00%)
-47.41%Hitn.v2.8612

Reference data

ISIN CH1132876520
Security 113287652
Symbol Z0329Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'165.00

Coupon

Coupon (Coupon p.a.)16.50% (5.50% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.5.50%
Coupon date11.10.2024
Day count convention30/360 (German), modified following
Accrued coupon3.36%

Life cycle

Issue price100.00%
Initial fixing date04.10.2021
Payment day11.10.2021
First trading day11.10.2021
Last trading day04.10.2024
Final fixing day04.10.2024
Redemption date11.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term137
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -32.16%

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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