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16.35% ZKB Barrier Reverse Convertible, 03.03.2025 on worst of RHM GY/ALO FP/BAS GY
Alstom SA/Rheinmetall AG/BASF SE

ISIN: CH1329108158 Security: 132910815 Symbol: n.a. Life cycle
Secondary market

Bid Price 109.09%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 28.05.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alstom A18.7711.2137EUR11.21
(100.00%)
40.26%5.607
(50.00%)
70.13%89.1765
Rheinmetall A523.6411.30EUR411.30
(100.00%)
21.45%205.650
(50.00%)
60.72%2.4313
BASF N48.21547.2325EUR47.23
(100.00%)
2.04%23.616
(50.00%)
51.02%21.1719

Reference data

ISIN CH1329108158
Security 132910815
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'163.59

Coupon

Coupon (Coupon p.a.)16.36% (16.27% )
Coupon paymentguaranteed
Interest portion p.a.3.55%
Premium portion p.a.12.72%
Coupon date03.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.02.2024
Payment day01.03.2024
First trading day01.03.2024
Last trading day24.02.2025
Final fixing day24.02.2025
Redemption date03.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term270
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 2.08%

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 Return3.55%
Cash value of fixed income investment upon issue96.55%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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