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ZKB Barrier Reverse Convertible on worst of
ABN AMRO Bank NV/ING Group NV

ISIN: CH1329124098 Security: 132912409 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.80%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 800'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:51

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABN AMRO Grp A14.8516.4575EUR16.46
(100.00%)
-10.82%11.520
(70.00%)
22.42%n.a.
ING Groep14.82415.739EUR15.74
(100.00%)
-6.17%11.017
(70.00%)
25.68%n.a.

Reference data

ISIN CH1329124098
Security 132912409
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'107.15

Coupon

Coupon (Coupon p.a.)10.72% (10.72% )
Coupon paymentguaranteed
Interest portion p.a.1.16%
Premium portion p.a.9.56%
Coupon date15.04.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon1.19%

Life cycle

Issue price100.00%
Initial fixing date08.04.2024
Payment day15.04.2024
First trading day15.04.2024
Last trading day08.04.2025
Final fixing day08.04.2025
Redemption date15.04.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term137
Issue amount800'000.00

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 -9.77%

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 Return1.16%
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 date15.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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