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ZKB Barrier Reverse Convertible on worst of
Porsche Automobil Holding SE/Mercedes-Benz Group AG/Volkswagen AG

ISIN: CH1329108653 Security: 132910865 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.92%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 24.07.2024 02:20:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Porsche A Hldg VA41.4148.58EUR48.58
(100.00%)
-17.51%29.148
(60.00%)
29.49%20.5846
Daimler N63.6271.20EUR71.20
(100.00%)
-11.98%42.720
(60.00%)
32.81%14.0449
Volkswagen VA105.5122.70EUR122.70
(100.00%)
-16.36%73.620
(60.00%)
30.18%8.1500

Reference data

ISIN CH1329108653
Security 132910865
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'077.84

Coupon

Coupon (Coupon p.a.)7.78% (7.76% )
Coupon paymentguaranteed
Interest portion p.a.3.50%
Premium portion p.a.4.27%
Coupon date05.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.02.2024
Payment day04.03.2024
First trading day04.03.2024
Last trading day26.02.2025
Final fixing day26.02.2025
Redemption date05.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term216
Issue amount250'000.00

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 -14.90%

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 Return3.50%
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 date05.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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