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18.14% ZKB Barrier Reverse Convertible, 05.03.2025 on worst of DOCM SE/LEON SE/ROG SE
Leonteq AG/Roche Holding AG/DocMorris AG

ISIN: CH1329109479 Security: 132910947 Symbol: n.a. Life cycle
Secondary market

Bid Price 43.43%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:35:23

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Leonteq N24.329.15CHF29.15
(100.00%)
-19.96%n.v.n.v171.5266
Roche GS254.3232.675CHF232.68
(100.00%)
8.50%n.v.n.v21.4892
DocMorris N29.5484.775CHF84.78
(100.00%)
-186.98%Hitn.v58.9797

Reference data

ISIN CH1329109479
Security 132910947
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'907.08

Coupon

Coupon (Coupon p.a.)18.14% (18.14% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.16.81%
Coupon date05.03.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon4.08%

Life cycle

Issue price100.00%
Initial fixing date27.02.2024
Payment day05.03.2024
First trading day05.03.2024
Last trading day26.02.2025
Final fixing day26.02.2025
Redemption date05.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term93
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -65.15%

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 Return1.33%
Cash value of fixed income investment upon issue98.69%
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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