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ZKB Barrier Reverse Convertible on worst of
Givaudan AG/Lonza Group AG/Swisscom AG/Roche Holding AG

ISIN: CH1329131267 Security: 132913126 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.77%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 23.07.2024 02:20:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N41323'972.50CHF3'972.50
(100.00%)
4.14%2'343.775
(59.00%)
43.44%1.2587
Lonza Grp N522.2518.20CHF518.20
(100.00%)
1.30%305.738
(59.00%)
41.76%9.6488
Swisscom N534494.40CHF494.40
(100.00%)
7.42%291.696
(59.00%)
45.38%10.1133
Roche GS276.7214.25CHF214.25
(100.00%)
22.54%126.408
(59.00%)
54.30%23.3372

Reference data

ISIN CH1329131267
Security 132913126
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'432.50

Coupon

Coupon (Coupon p.a.)8.65% (8.65% )
Coupon paymentguaranteed
Interest portion p.a.1.22%
Premium portion p.a.7.43%
Coupon date07.05.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.05.2024
Payment day07.05.2024
First trading day07.05.2024
Last trading day05.05.2025
Final fixing day05.05.2025
Redemption date07.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term285
Issue amount100'000.00

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 1.31%

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 issue98.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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