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ZKB Barrier Reverse Convertible on worst of
Julius Baer Gruppe AG/Schindler Holding AG/Sandoz Group AG

ISIN: CH1329129154 Security: 132912915 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.17%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 24.07.2024 02:20:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N52.0849.02CHF49.02
(100.00%)
5.88%31.863
(65.00%)
38.82%101.9992
Schindler Hldg PS228.8230.00CHF230.00
(100.00%)
-0.44%149.500
(65.00%)
34.72%21.7391
Sandoz Group AG35.130.58CHF30.58
(100.00%)
12.75%19.877
(65.00%)
43.29%163.5056

Reference data

ISIN CH1329129154
Security 132912915
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'106.62

Coupon

Coupon (Coupon p.a.)2.13% (4.18% )
Coupon paymentguaranteed
Interest portion p.a.1.30%
Premium portion p.a.2.89%
Coupon date02.08.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.04.2024
Payment day02.05.2024
First trading day02.05.2024
Last trading day28.10.2024
Final fixing day28.10.2024
Redemption date04.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term95
Issue amount10'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -0.43%

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 Return1.30%
Cash value of fixed income investment upon issue99.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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