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ZKB Barrier Reverse Convertible on worst of
ASML Holding NV/Vinci SA/Siemens AG

ISIN: CH1329119247 Security: 132911924 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.57%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ASML Holding A853922.40EUR922.40
(100.00%)
-8.14%518.162
(56.18%)
39.25%5.4206
Vinci A115.05116.90EUR116.90
(100.00%)
-1.61%65.669
(56.18%)
42.92%42.7716
Siemens N172.56174.73EUR174.73
(100.00%)
-1.26%98.155
(56.18%)
43.12%28.6156

Reference data

ISIN CH1329119247
Security 132911924
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'400.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.3.48%
Premium portion p.a.4.52%
Coupon date30.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.03.2024
Payment day28.03.2024
First trading day28.03.2024
Last trading day21.03.2025
Final fixing day21.03.2025
Redemption date28.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term305
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue -7.52%

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 Return3.48%
Cash value of fixed income investment upon issue96.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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