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ZKB Barrier Reverse Convertible auf
Bayer AG

ISIN: CH1329120567 Security: 132912056 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.41%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 12:55:26

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bayer N28.1227.04EUR27.04
(100.00%)
3.77%21.632
(80.00%)
23.02%n.a.

Reference data

ISIN CH1329120567
Security 132912056
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'045.46

Coupon

Coupon (Coupon p.a.)4.55% (9.07% )
Coupon paymentguaranteed
Interest portion p.a.1.35%
Premium portion p.a.7.72%
Coupon date04.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.03.2024
Payment day04.04.2024
First trading day04.04.2024
Last trading day27.09.2024
Final fixing day27.09.2024
Redemption date04.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term126
Issue amount10'000.00

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 3.92%

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 Return1.35%
Cash value of fixed income investment upon issue99.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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