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ZKB Barrier Reverse Convertible on worst of
SAP SE/Münchner Rück AG/Merck KGaA

ISIN: CH1329127778 Security: 132912777 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.22%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 12:55:26

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SAP A181.64165.71EUR165.71
(100.00%)
8.69%99.426
(60.00%)
45.21%301.7319
Münchener Rück ...461.1413.60EUR413.60
(100.00%)
10.28%248.160
(60.00%)
46.17%120.8897
Merck A169.25145.50EUR145.50
(100.00%)
13.93%87.300
(60.00%)
48.36%343.6426

Reference data

ISIN CH1329127778
Security 132912777
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 50'000.00
Barrier level observation continuous
Maximum repayment 55'533.63

Coupon

Coupon (Coupon p.a.)11.07% (10.98% )
Coupon paymentguaranteed
Interest portion p.a.3.51%
Premium portion p.a.7.47%
Coupon date29.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.04.2024
Payment day26.04.2024
First trading day26.04.2024
Last trading day22.04.2025
Final fixing day22.04.2025
Redemption date29.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term333
Issue amount150'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 50'000.00
Performance of underlying since issue 9.52%

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 Return3.51%
Cash value of fixed income investment upon issue96.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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