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ZKB Barrier Reverse Convertible on worst of
Julius Baer Gruppe AG/EFG International AG/Partners Group Holding AG

ISIN: CH1329114578 Security: 132911457 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.02%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 29.05.2024 02:00:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N53.850.15CHF50.15
(100.00%)
6.78%40.120
(80.00%)
25.43%199.4018
EFG International N12.1411.69CHF11.69
(100.00%)
3.39%9.352
(80.00%)
22.71%855.4320
Part Grp Hldg N11961'253.50CHF1'253.50
(100.00%)
-4.76%1'002.800
(80.00%)
16.19%7.9777

Reference data

ISIN CH1329114578
Security 132911457
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'412.78

Coupon

Coupon (Coupon p.a.)14.13% (14.05% )
Coupon paymentguaranteed
Interest portion p.a.1.31%
Premium portion p.a.12.74%
Coupon date18.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.03.2024
Payment day18.03.2024
First trading day18.03.2024
Last trading day13.03.2025
Final fixing day13.03.2025
Redemption date20.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term287
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -4.55%

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 Return1.31%
Cash value of fixed income investment upon issue98.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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