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ZKB Barrier Reverse Convertible on worst of
Netflix Inc/Microsoft Corp/Apple Inc

ISIN: CH1329109685 Security: 132910968 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.37%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 05.07.2024 05:45:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Netflix A690.65597.8662USD597.87
(100.00%)
14.09%388.613
(65.00%)
44.16%1.6726
Microsoft N467.56404.8666USD404.87
(100.00%)
13.22%263.163
(65.00%)
43.59%2.4699
Apple A226.285182.6738USD182.67
(100.00%)
18.94%118.738
(65.00%)
47.31%5.4742

Reference data

ISIN CH1329109685
Security 132910968
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'147.56

Coupon

Coupon (Coupon p.a.)14.76% (14.72% )
Coupon paymentguaranteed
Interest portion p.a.5.15%
Premium portion p.a.9.56%
Coupon date09.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.02.2024
Payment day06.03.2024
First trading day06.03.2024
Last trading day28.02.2025
Final fixing day28.02.2025
Redemption date07.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term235
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 15.23%

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 Return5.15%
Cash value of fixed income investment upon issue95.09%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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