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ZKB Barrier Reverse Convertible on worst of
Comet Holding AG/VAT Group AG/INFICON HOLDING AG

ISIN: CH1329118496 Security: 132911849 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.31%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 03.06.2024 04:51:45

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Comet Holding332306.90CHF306.90
(100.00%)
8.11%214.830
(70.00%)
35.68%16.2920
VAT Group N471.6458.65CHF458.65
(100.00%)
3.93%321.055
(70.00%)
32.75%10.9016
Inficon Hldg N14241'294.00CHF1'294.00
(100.00%)
9.64%905.800
(70.00%)
36.75%3.8640

Reference data

ISIN CH1329118496
Security 132911849
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'715.47

Coupon

Coupon (Coupon p.a.)14.31% (14.31% )
Coupon paymentguaranteed
Interest portion p.a.1.36%
Premium portion p.a.12.95%
Coupon date27.03.2025
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 day20.03.2025
Final fixing day20.03.2025
Redemption date27.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term289
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 4.09%

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 Return1.36%
Cash value of fixed income investment upon issue98.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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