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ZKB Barrier Reverse Convertible auf
Delivery Hero SE

ISIN: CH1329110303 Security: 132911030 Symbol: n.a. Life cycle
Secondary market

Bid Price 111.99%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 40'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Delivery Hero SE N37.0821.3125EUR21.31
(100.00%)
42.52%10.656
(50.00%)
71.26%46.9208

Reference data

ISIN CH1329110303
Security 132911030
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'363.70

Coupon

Coupon (Coupon p.a.)36.37% (12.11% )
Coupon paymentguaranteed
Interest portion p.a.2.87%
Premium portion p.a.9.24%
Coupon date08.03.2027
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.02.2024
Payment day07.03.2024
First trading day07.03.2024
Last trading day01.03.2027
Final fixing day01.03.2027
Redemption date08.03.2027
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term829
Issue amount40'000.00

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 73.98%

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 Return2.87%
Cash value of fixed income investment upon issue91.84%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.03.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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