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12.32% ZKB Barrier Reverse Convertible, 24.03.2025 on worst of HEI GY/MC FP/FRE GY/AI FP/TTE FP
Moët Hennessy Louis Vuitton SE/Air Liquide SA/Heidelberg Materials AG/TotalEnergies SE/Fresenius SE & Co. KGaA

ISIN: CH1329116995 Security: 132911699 Symbol: n.a. Life cycle
Secondary market

Bid Price 89.99%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:56

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
LVMH A574.9870.70EUR870.70
(100.00%)
-51.45%500.653
(57.50%)
12.91%1.1485
Air Liquide A159.26178.6364EUR178.64
(100.00%)
-12.17%102.716
(57.50%)
35.50%5.5980
Heidelberg Mat. I118.392.99EUR92.99
(100.00%)
21.39%53.469
(57.50%)
54.80%10.7538
Total A57.1862.825EUR62.83
(100.00%)
-9.87%36.124
(57.50%)
36.82%15.9172
Fresenius SE C A32.7925.115EUR25.12
(100.00%)
23.41%14.441
(57.50%)
55.96%39.8168

Reference data

ISIN CH1329116995
Security 132911699
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'123.28

Coupon

Coupon (Coupon p.a.)12.33% (12.26% )
Coupon paymentguaranteed
Interest portion p.a.3.53%
Premium portion p.a.8.73%
Coupon date24.03.2025
Day count convention30/360 (German), modified following
Accrued coupon2.08%

Life cycle

Issue price100.00%
Initial fixing date15.03.2024
Payment day22.03.2024
First trading day22.03.2024
Last trading day17.03.2025
Final fixing day17.03.2025
Redemption date24.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term115
Issue amount25'000.00

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 -33.97%

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 Return3.53%
Cash value of fixed income investment upon issue96.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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