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ZKB Barrier Reverse Convertible on worst of
Pernod Ricard SA/Anheuser-Busch InBev SA/NV

ISIN: CH1329106004 Security: 132910600 Symbol: n.a. Life cycle
Secondary market

Bid Price 78.22%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:39

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Pernod-Ricard A106.65155.95EUR155.95
(100.00%)
-46.23%Hitn.v6.4123
Anheuser-Busch A52.5858.165EUR58.17
(100.00%)
-10.62%n.v.n.v17.1925

Reference data

ISIN CH1329106004
Security 132910600
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'112.72

Coupon

Coupon (Coupon p.a.)11.27% (11.27% )
Coupon paymentguaranteed
Interest portion p.a.3.46%
Premium portion p.a.7.81%
Coupon date27.02.2025
Day count convention30/360 (German), modified following
Accrued coupon8.45%

Life cycle

Issue price100.00%
Initial fixing date20.02.2024
Payment day27.02.2024
First trading day27.02.2024
Last trading day20.02.2025
Final fixing day20.02.2025
Redemption date27.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term87
Issue amount100'000.00

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 -31.61%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Return3.46%
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 date27.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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