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ZKB Barrier Reverse Convertible on worst of
Flughafen Zuerich AG/PSP Swiss Property AG/Allreal Holding AG

ISIN: CH1329126614 Security: 132912661 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.69%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 04.12.2024 05:35:37

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Flughafen Zürich N223.8190.1849CHF190.18
(100.00%)
15.02%152.148
(80.00%)
32.02%5.2580
PSP Swiss Property N128.7114.20CHF114.20
(100.00%)
11.27%91.360
(80.00%)
29.01%8.7566
Allreal Hldg N162.6155.60CHF155.60
(100.00%)
4.31%124.480
(80.00%)
23.44%6.4267

Reference data

ISIN CH1329126614
Security 132912661
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'072.38

Coupon

Coupon (Coupon p.a.)7.24% (7.24% )
Coupon paymentguaranteed
Interest portion p.a.1.19%
Premium portion p.a.6.04%
Coupon date24.04.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon0.88%

Life cycle

Issue price100.00%
Initial fixing date17.04.2024
Payment day24.04.2024
First trading day24.04.2024
Last trading day15.04.2025
Final fixing day15.04.2025
Redemption date24.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term131
Issue amount10'000.00

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 4.50%

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 Return1.19%
Cash value of fixed income investment upon issue98.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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