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ZKB Barrier Reverse Convertible on worst of
Novartis AG/Roche Holding AG/Compagnie Financière Richemont SA/Swiss Life Holding AG/Sandoz Group AG

ISIN: CH1329118371 Security: 132911837 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.82%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 24.06.2024 02:05:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Novartis N95.5185.375CHF85.38
(100.00%)
10.56%51.225
(60.00%)
46.34%11.7130
Roche GS253.7231.30CHF231.30
(100.00%)
8.72%138.780
(60.00%)
45.23%4.3234
Cie Fin Richemont N139.85135.70CHF135.70
(100.00%)
2.90%81.420
(60.00%)
41.74%7.3692
Swiss Life N651.2638.60CHF638.60
(100.00%)
1.93%383.160
(60.00%)
41.16%1.5659
Sandoz Group AG32.5827.975CHF27.98
(100.00%)
14.34%16.785
(60.00%)
48.61%35.7462

Reference data

ISIN CH1329118371
Security 132911837
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'152.78

Coupon

Coupon (Coupon p.a.)15.28% (10.15% )
Coupon paymentguaranteed
Interest portion p.a.1.26%
Premium portion p.a.8.89%
Coupon date30.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.03.2024
Payment day27.03.2024
First trading day27.03.2024
Last trading day22.09.2025
Final fixing day22.09.2025
Redemption date29.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term454
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 1.97%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.26%
Cash value of fixed income investment upon issue98.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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