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7.04% ZKB Barrier Reverse Convertible, 13.03.2025 on worst of GIVN SE/SFZN SE/EMSN SE/SDZ SE
Givaudan AG/Siegfried Holding AG/EMS-CHEMIE HOLDING AG/Sandoz Group AG

ISIN: CH1329113018 Security: 132911301 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.97%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 23.08.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N42073'752.00CHF3'752.00
(100.00%)
10.82%2'251.200
(60.00%)
46.49%1.3326
Siegfried Holding N1108919.75CHF919.75
(100.00%)
16.99%551.850
(60.00%)
50.19%5.4363
EMS-CHEM HLDG N711612.1231CHF612.12
(100.00%)
13.91%367.274
(60.00%)
48.34%8.1683
Sandoz Group AG37.5427.42CHF27.42
(100.00%)
26.96%16.452
(60.00%)
56.17%182.3487

Reference data

ISIN CH1329113018
Security 132911301
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'352.02

Coupon

Coupon (Coupon p.a.)7.04% (7.04% )
Coupon paymentguaranteed
Interest portion p.a.1.30%
Premium portion p.a.5.74%
Coupon date13.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.03.2024
Payment day13.03.2024
First trading day13.03.2024
Last trading day06.03.2025
Final fixing day06.03.2025
Redemption date13.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term193
Issue amount50'000.00

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 12.13%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Return1.30%
Cash value of fixed income investment upon issue98.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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