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ZKB Barrier Reverse Convertible on worst of
Norsk Hydro Asa/adidas AG/Deutsche Post AG

ISIN: CH1329125111 Security: 132912511 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.17%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:53

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Norsk Hydro A71.7269.65NOK69.65
(100.00%)
2.89%41.790
(60.00%)
41.73%n.a.
Adidas N211.1200.60EUR200.60
(100.00%)
4.97%120.360
(60.00%)
42.98%n.a.
Deutsche Post N34.739.485EUR39.49
(100.00%)
-13.79%23.691
(60.00%)
31.73%n.a.

Reference data

ISIN CH1329125111
Security 132912511
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'227.13

Coupon

Coupon (Coupon p.a.)22.71% (11.34% )
Coupon paymentguaranteed
Interest portion p.a.3.04%
Premium portion p.a.8.30%
Coupon date22.04.2025
Day count convention30/360 (German), modified following
Accrued coupon6.84%

Life cycle

Issue price100.00%
Initial fixing date12.04.2024
Payment day19.04.2024
First trading day19.04.2024
Last trading day13.04.2026
Final fixing day13.04.2026
Redemption date20.04.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term507
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -12.12%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.04%
Cash value of fixed income investment upon issue94.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.04.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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