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ZKB Barrier Reverse Convertible on worst of
Adobe Inc/Intel Corp

ISIN: CH1329125905 Security: 132912590 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.28%

Ask Price n.a.

Currency qGBP

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adobe Systems A485.35475.165USD475.17
(100.00%)
2.05%261.341
(55.00%)
46.13%n.a.
Intel A31.2736.345USD36.35
(100.00%)
-17.30%19.990
(55.00%)
35.49%n.a.

Reference data

ISIN CH1329125905
Security 132912590
Symbol n.a.
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'045.67

Coupon

Coupon (Coupon p.a.)4.57% (9.13% )
Coupon paymentguaranteed
Interest portion p.a.5.18%
Premium portion p.a.3.96%
Coupon date22.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.04.2024
Payment day22.04.2024
First trading day22.04.2024
Last trading day15.10.2024
Final fixing day15.10.2024
Redemption date22.10.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term152
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue -14.75%

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 Return5.18%
Cash value of fixed income investment upon issue97.51%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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