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ZKB Barrier Reverse Convertible on worst of
Julius Baer Gruppe AG/Holcim Ltd/VAT Group AG

ISIN: CH1329117134 Security: 132911713 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp Nn.v49.795CHF49.80
(100.00%)
-1.02%29.877
(60.00%)
39.39%2'008.2338
Holcim Nn.v77.13CHF77.13
(100.00%)
6.42%46.278
(60.00%)
43.85%1'296.5124
VAT Group Nn.v462.30CHF462.30
(100.00%)
-15.06%277.380
(60.00%)
30.97%216.3098

Reference data

ISIN CH1329117134
Security 132911713
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 100'000.00
Barrier level observation continuous
Maximum repayment 104'793.60

Coupon

Coupon (Coupon p.a.)4.79% (9.59% )
Coupon paymentguaranteed
Interest portion p.a.1.55%
Premium portion p.a.8.04%
Coupon daten.a.
Day count convention30/360 (German), modified following
Accrued coupon4.74%

Life cycle

Issue price100.00%
Initial fixing date18.03.2024
Payment day25.03.2024
First trading day25.03.2024
Last trading day18.09.2024
Final fixing day18.09.2024
Redemption date25.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term0
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 100'000.00
Performance of underlying since issue -13.09%

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 Return1.55%
Cash value of fixed income investment upon issue99.24%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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