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ZKB Barrier Reverse Convertible on worst of
ABB Ltd/Swisscom AG/Roche Holding AG/Novartis AG/Nestlé AG

ISIN: CH1329120930 Security: 132912093 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.54%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 25.06.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N49.6742.285CHF42.29
(100.00%)
14.87%21.988
(52.00%)
55.73%23.6491
Swisscom N505.5553.80CHF553.80
(100.00%)
-9.55%287.976
(52.00%)
43.03%1.8057
Roche GS253.4227.425CHF227.43
(100.00%)
10.25%118.261
(52.00%)
53.33%4.3971
Novartis N95.8986.48CHF86.48
(100.00%)
9.81%44.970
(52.00%)
53.10%11.5634
Nestlé N93.995.79CHF95.79
(100.00%)
-2.01%49.811
(52.00%)
46.95%10.4395

Coupon

Coupon (Coupon p.a.)3.99% (4.02% )
Coupon paymentguaranteed
Interest portion p.a.1.18%
Premium portion p.a.2.83%
Coupon date03.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.03.2024
Payment day05.04.2024
First trading day05.04.2024
Last trading day27.03.2025
Final fixing day27.03.2025
Redemption date03.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term273
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 -8.72%

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)

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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