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ZKB Barrier Reverse Convertible on worst of
Devon Energy Corp/Petroleo Brasileiro SA - Petrobras

ISIN: CH1329126770 Security: 132912677 Symbol: n.a. Life cycle
Secondary market

Bid Price 93.18%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:39

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Devon Energy A39.4552.525USD52.53
(100.00%)
-33.46%31.515
(60.00%)
19.92%19.0386
Petro Brasil A14.915.0305USD15.03
(100.00%)
0.39%9.018
(60.00%)
40.24%66.5315

Reference data

ISIN CH1329126770
Security 132912677
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'126.84

Coupon

Coupon (Coupon p.a.)12.68% (12.54% )
Coupon paymentguaranteed
Interest portion p.a.5.27%
Premium portion p.a.7.27%
Coupon date28.04.2025
Day count convention30/360 (German), modified following
Accrued coupon0.98%

Life cycle

Issue price100.00%
Initial fixing date17.04.2024
Payment day24.04.2024
First trading day24.04.2024
Last trading day17.04.2025
Final fixing day17.04.2025
Redemption date28.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term144
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -25.07%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.27%
Cash value of fixed income investment upon issue94.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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