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ZKB Barrier Reverse Convertible auf
Itau Unibanco Holding SA

ISIN: CH1329104793 Security: 132910479 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.05%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Itau Unibanco Hldg A6.51986.895USD6.90
(100.00%)
-5.59%4.827
(70.00%)
26.09%145.0326

Reference data

ISIN CH1329104793
Security 132910479
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'120.82

Coupon

Coupon (Coupon p.a.)12.08% (12.02% )
Coupon paymentguaranteed
Interest portion p.a.5.04%
Premium portion p.a.6.97%
Coupon date25.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.02.2024
Payment day23.02.2024
First trading day23.02.2024
Last trading day18.02.2025
Final fixing day18.02.2025
Redemption date25.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term273
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -5.29%

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 Return5.04%
Cash value of fixed income investment upon issue95.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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