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ZKB Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/SIG Combibloc Group AG/Straumann Holding AG/Comet Holding AG

ISIN: CH1329122779 Security: 132912277 Symbol: n.a. Life cycle
Secondary market

Bid Price 90.49%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 28.06.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N479.1480.70CHF480.70
(100.00%)
-0.33%264.385
(55.00%)
44.82%2.0803
SIG Combibloc Grp N16.4520.11CHF20.11
(100.00%)
-22.25%11.061
(55.00%)
32.76%49.7265
Straumann Hldg N111.3139.775CHF139.78
(100.00%)
-25.58%76.876
(55.00%)
30.93%7.1544
Comet Holding362306.25CHF306.25
(100.00%)
15.40%168.438
(55.00%)
53.47%3.2653

Reference data

ISIN CH1329122779
Security 132912277
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'184.41

Coupon

Coupon (Coupon p.a.)18.44% (9.18% )
Coupon paymentguaranteed
Interest portion p.a.1.06%
Premium portion p.a.8.13%
Coupon date14.04.2026
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.04.2024
Payment day11.04.2024
First trading day11.04.2024
Last trading day07.04.2026
Final fixing day07.04.2026
Redemption date14.04.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term646
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 -20.37%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.06%
Cash value of fixed income investment upon issue97.91%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.04.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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