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ZKB Barrier Reverse Convertible on worst of
Henkel AG & Co. KGaA/Moët Hennessy Louis Vuitton SE/L'Oréal S.A.

ISIN: CH1329108935 Security: 132910893 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.26%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:55

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Henkel VA78.1670.25EUR70.25
(100.00%)
10.12%42.150
(60.00%)
46.07%14.2349
LVMH A574.9844.65EUR844.65
(100.00%)
-46.92%506.790
(60.00%)
11.85%1.1839
L'Oréal A322.9451.775EUR451.78
(100.00%)
-39.91%271.065
(60.00%)
16.05%2.2135

Reference data

ISIN CH1329108935
Security 132910893
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'081.57

Coupon

Coupon (Coupon p.a.)8.16% (8.13% )
Coupon paymentguaranteed
Interest portion p.a.3.52%
Premium portion p.a.4.62%
Coupon date05.03.2025
Day count convention30/360 (German), modified following
Accrued coupon5.92%

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 term96
Issue amount150'000.00

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 -31.94%

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 Return3.52%
Cash value of fixed income investment upon issue96.59%
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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