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ZKB Barrier Reverse Convertible on worst of
Comet Holding AG/VAT Group AG/INFICON HOLDING AG

ISIN: CH1329126010 Security: 132912601 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.01%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 15'000.00

Volume n.a.

Date/time (realtime) 07.06.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Comet Holding346.5297.25CHF297.25
(100.00%)
14.21%208.075
(70.00%)
39.95%3.3642
VAT Group N489.7481.25CHF481.25
(100.00%)
1.73%336.875
(70.00%)
31.21%2.0779
Inficon Hldg N14941'197.00CHF1'197.00
(100.00%)
19.88%837.900
(70.00%)
43.92%0.8354

Reference data

ISIN CH1329126010
Security 132912601
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'109.28

Coupon

Coupon (Coupon p.a.)10.93% (15.74% )
Coupon paymentguaranteed
Interest portion p.a.1.26%
Premium portion p.a.14.48%
Coupon date03.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.04.2024
Payment day23.04.2024
First trading day23.04.2024
Last trading day23.12.2024
Final fixing day23.12.2024
Redemption date03.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term197
Issue amount15'000.00

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 1.76%

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 Return1.26%
Cash value of fixed income investment upon issue99.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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