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ZKB Barrier Reverse Convertible on worst of
Lonza Group AG/Novartis AG/Alcon AG

ISIN: CH1329130624 Security: 132913062 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.98%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 180'000.00

Volume n.a.

Date/time (realtime) 28.06.2024 05:40:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N490.4522.30CHF522.30
(100.00%)
-6.50%339.495
(65.00%)
30.77%9.5730
Novartis N96.1788.895CHF88.90
(100.00%)
7.56%57.782
(65.00%)
39.92%56.2461
Alcon N80.2272.12CHF72.12
(100.00%)
10.10%46.878
(65.00%)
41.56%69.3289

Reference data

ISIN CH1329130624
Security 132913062
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'320.85

Coupon

Coupon (Coupon p.a.)6.42% (8.84% )
Coupon paymentguaranteed
Interest portion p.a.1.22%
Premium portion p.a.7.62%
Coupon date07.11.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.04.2024
Payment day07.05.2024
First trading day07.05.2024
Last trading day20.01.2025
Final fixing day20.01.2025
Redemption date27.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term204
Issue amount180'000.00

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 -6.11%

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 Return1.22%
Cash value of fixed income investment upon issue99.12%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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