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ZKB Barrier Reverse Convertible auf
Swiss Market Index SMI

ISIN: CH1329121110 Security: 132912111 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.18%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 30.05.2024 04:50:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index11874.711'709.9963CHF11'710.00
(100.00%)
1.29%9'367.997
(80.00%)
21.03%0.0854

Reference data

ISIN CH1329121110
Security 132912111
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'010.86

Coupon

Coupon (Coupon p.a.)1.09% (2.14% )
Coupon paymentguaranteed
Interest portion p.a.1.35%
Premium portion p.a.0.80%
Coupon date05.07.2024
Day count conventionAct/365 (Englisch), 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 day30.09.2024
Final fixing day30.09.2024
Redemption date07.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term122
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 1.31%

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 date07.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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