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ZKB Barrier Reverse Convertible on worst of
Compagnie Financière Richemont SA/Lonza Group AG/Kuehne + Nagel International AG

ISIN: CH1329106798 Security: 132910679 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.75%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 19.07.2024 05:40:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cie Fin Richemont N133.2133.55CHF133.55
(100.00%)
-0.26%80.130
(60.00%)
39.84%374.3916
Lonza Grp N507.4453.85CHF453.85
(100.00%)
10.55%272.310
(60.00%)
46.33%110.1686
Kühne + Nagel Int N257.6286.70CHF286.70
(100.00%)
-11.30%172.020
(60.00%)
33.22%174.3983

Reference data

ISIN CH1329106798
Security 132910679
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00
Barrier level observation at maturity
Maximum repayment 54'002.50

Coupon

Coupon (Coupon p.a.)8.01% (8.01% )
Coupon paymentguaranteed
Interest portion p.a.1.31%
Premium portion p.a.6.70%
Coupon date28.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.02.2024
Payment day28.02.2024
First trading day28.02.2024
Last trading day21.02.2025
Final fixing day21.02.2025
Redemption date28.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term216
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue -10.15%

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 Return1.31%
Cash value of fixed income investment upon issue98.71%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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