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ZKB Barrier Reverse Convertible on worst of
Infineon Technologies AG/BASF SE/adidas AG/Mercedes-Benz Group AG/Siemens AG

ISIN: CH1329108505 Security: 132910850 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.63%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 05:40:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Infineon Technolog N37.09533.3025EUR33.30
(100.00%)
10.22%18.316
(55.00%)
50.62%30.0278
BASF N49.07546.845EUR46.85
(100.00%)
4.54%25.765
(55.00%)
47.50%21.3470
Adidas N230.3189.68EUR189.68
(100.00%)
17.64%104.324
(55.00%)
54.70%5.2720
Daimler N68.3272.055EUR72.06
(100.00%)
-5.47%39.630
(55.00%)
41.99%13.8783
Siemens N175175.30EUR175.30
(100.00%)
-0.17%96.415
(55.00%)
44.91%5.7045

Reference data

ISIN CH1329108505
Security 132910850
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'136.22

Coupon

Coupon (Coupon p.a.)13.62% (13.55% )
Coupon paymentguaranteed
Interest portion p.a.3.49%
Premium portion p.a.10.05%
Coupon date03.09.2024
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 term282
Issue amount25'000.00

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 -5.18%

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 Return3.49%
Cash value of fixed income investment upon issue96.61%
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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