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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Swisscom AG

ISIN: CH1329129717 Security: 132912971 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.37%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 265'000.00

Volume n.a.

Date/time (realtime) 10.07.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.390.63CHF88.82
(98.00%)
4.80%63.441
(70.00%)
32.00%11.2591
Novartis N98.390.585CHF88.77
(98.00%)
9.69%63.410
(70.00%)
35.49%11.2646
Swisscom N526508.75CHF498.58
(98.00%)
5.21%356.125
(70.00%)
32.30%2.0057

Reference data

ISIN CH1329129717
Security 132912971
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'051.67

Coupon

Coupon (Coupon p.a.)5.17% (5.14% )
Coupon paymentguaranteed
Interest portion p.a.1.17%
Premium portion p.a.3.97%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.04.2024
Payment day03.05.2024
First trading day03.05.2024
Last trading day25.04.2025
Final fixing day25.04.2025
Redemption date05.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term288
Issue amount265'000.00

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 2.95%

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 Return1.17%
Cash value of fixed income investment upon issue98.84%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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