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ZKB Barrier Reverse Convertible on worst of
Münchner Rück AG/Allianz SE

ISIN: CH1329126283 Security: 132912628 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.84%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 110'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Münchener Rück ...457.8412.80EUR412.80
(100.00%)
9.83%288.960
(70.00%)
36.88%24.2248
Allianz N267.4259.55EUR259.55
(100.00%)
2.94%181.685
(70.00%)
32.05%38.5282

Reference data

ISIN CH1329126283
Security 132912628
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'447.77

Coupon

Coupon (Coupon p.a.)4.48% (8.96% )
Coupon paymentguaranteed
Interest portion p.a.3.76%
Premium portion p.a.5.19%
Coupon date23.10.2024
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 day16.10.2024
Final fixing day16.10.2024
Redemption date23.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term151
Issue amount110'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 10'000.00
Performance of underlying since issue 3.02%

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 Return3.76%
Cash value of fixed income investment upon issue98.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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