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ZKB Barrier Reverse Convertible on worst of
Baloise-Holding AG/Cembra Money Bank AG/Helvetia Holding AG

ISIN: CH1329125350 Security: 132912535 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.72%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bâloise-Hldg N149.7139.80CHF139.80
(100.00%)
6.61%104.850
(75.00%)
29.96%7.1531
Cembra Money Bank N71.9574.30CHF74.30
(100.00%)
-3.27%55.725
(75.00%)
22.55%13.4590
Helvetia Hldg N128.2122.90CHF122.90
(100.00%)
4.13%92.175
(75.00%)
28.10%8.1367

Reference data

ISIN CH1329125350
Security 132912535
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'063.01

Coupon

Coupon (Coupon p.a.)6.30% (6.25% )
Coupon paymentguaranteed
Interest portion p.a.1.17%
Premium portion p.a.5.08%
Coupon date21.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.04.2024
Payment day19.04.2024
First trading day19.04.2024
Last trading day11.04.2025
Final fixing day11.04.2025
Redemption date22.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term327
Issue amount35'000.00

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 -3.16%

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 Return1.17%
Cash value of fixed income investment upon issue98.84%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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