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32.97% ZKB Barrier Reverse Convertible, 31.03.2025 on worst of SMCI UW/NVDA UW/AMD UW
Super Micro Computer Inc/Advanced Micro Devices Inc/NVIDIA Corp

ISIN: CH1329119619 Security: 132911961 Symbol: n.a. Life cycle
Secondary market

Bid Price 79.35%

Ask Price n.a.

Currency qGBP

Exchange ZKB

Volume 1'000'000.00

Volume n.a.

Date/time (realtime) 25.09.2024 02:10:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Super Micro Comp N463.61967.015USD967.02
(100.00%)
-108.58%Hitn.vn.a.
AMD A158.32176.785USD176.79
(100.00%)
-11.66%n.v.n.vn.a.
NVIDIA A120.8793.1105USD93.11
(100.00%)
22.97%n.v.n.vn.a.

Reference data

ISIN CH1329119619
Security 132911961
Symbol n.a.
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'329.71

Coupon

Coupon (Coupon p.a.)32.97% (33.16% )
Coupon paymentguaranteed
Interest portion p.a.4.82%
Premium portion p.a.28.34%
Coupon date30.09.2024
Day count convention30/360 (German), modified following
Accrued coupon16.40%

Life cycle

Issue price100.00%
Initial fixing date22.03.2024
Payment day02.04.2024
First trading day02.04.2024
Last trading day24.03.2025
Final fixing day24.03.2025
Redemption date31.03.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term179
Issue amount1'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue -52.06%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.82%
Cash value of fixed income investment upon issue95.43%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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