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ZKB Barrier Reverse Convertible on worst of
Sandoz Group AG/Helvetia Holding AG/BKW AG

ISIN: CH1329123256 Security: 132912325 Symbol: n.a. Life cycle
Secondary market

Bid Price 108.58%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 31.10.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sandoz Group AG39.3526.145CHF26.15
(100.00%)
33.56%19.609
(75.00%)
50.17%382.4823
Helvetia Hldg N146.2122.75CHF122.75
(100.00%)
16.04%92.063
(75.00%)
37.03%81.4664
BKW N151.6136.55CHF136.55
(100.00%)
9.93%102.413
(75.00%)
32.45%73.2332

Reference data

ISIN CH1329123256
Security 132912325
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'036.63

Coupon

Coupon (Coupon p.a.)10.37% (10.31% )
Coupon paymentguaranteed
Interest portion p.a.1.16%
Premium portion p.a.9.15%
Coupon date14.04.2025
Day count convention30/360 (German), modified following
Accrued coupon5.81%

Life cycle

Issue price100.00%
Initial fixing date05.04.2024
Payment day12.04.2024
First trading day12.04.2024
Last trading day07.04.2025
Final fixing day07.04.2025
Redemption date14.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term157
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue 11.02%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.16%
Cash value of fixed income investment upon issue98.85%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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