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ZKB Barrier Reverse Convertible on worst of
Allianz SE/Mercedes-Benz Group AG/Siemens AG

ISIN: CH1329130863 Security: 132913086 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.52%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 08.08.2024 12:12:27

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Allianz N252266.80EUR266.80
(100.00%)
-5.62%162.748
(61.00%)
35.57%n.a.
Daimler N57.6371.11EUR71.11
(100.00%)
-23.28%43.377
(61.00%)
24.80%n.a.
Siemens N154.88175.10EUR175.10
(100.00%)
-12.87%106.811
(61.00%)
31.15%n.a.

Reference data

ISIN CH1329130863
Security 132913086
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'057.73

Coupon

Coupon (Coupon p.a.)5.77% (5.79% )
Coupon paymentguaranteed
Interest portion p.a.1.20%
Premium portion p.a.4.59%
Coupon date11.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.05.2024
Payment day10.05.2024
First trading day10.05.2024
Last trading day02.05.2025
Final fixing day02.05.2025
Redemption date09.05.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term266
Issue amount25'000.00

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 -18.89%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.20%
Cash value of fixed income investment upon issue98.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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