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ZKB Barrier Reverse Convertible on worst of
BlackRock Inc/Swiss Life Holding AG/Allianz SE

ISIN: CH1329119825 Security: 132911982 Symbol: n.a. Life cycle
Secondary market

Bid Price 107.04%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:37

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BlackRock N1034.055822.9914USD822.99
(100.00%)
20.61%576.094
(70.00%)
44.43%n.a.
Swiss Life N727.2630.90CHF630.90
(100.00%)
13.24%441.630
(70.00%)
39.27%n.a.
Allianz N291.1273.30EUR273.30
(100.00%)
6.11%191.310
(70.00%)
34.28%n.a.

Reference data

ISIN CH1329119825
Security 132911982
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'093.31

Coupon

Coupon (Coupon p.a.)9.33% (9.38% )
Coupon paymentguaranteed
Interest portion p.a.1.19%
Premium portion p.a.8.20%
Coupon date01.04.2025
Day count convention30/360 (German), modified following
Accrued coupon6.07%

Life cycle

Issue price100.00%
Initial fixing date25.03.2024
Payment day03.04.2024
First trading day03.04.2024
Last trading day25.03.2025
Final fixing day25.03.2025
Redemption date01.04.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term123
Issue amount200'000.00

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 6.51%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Return1.19%
Cash value of fixed income investment upon issue98.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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