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ZKB Barrier Reverse Convertible on worst of
Compagnie Financière Richemont SA/Swisscom AG/SoftwareONE Holding AG

ISIN: CH1329131796 Security: 132913179 Symbol: n.a. Life cycle
Secondary market

Bid Price 54.05%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:33

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cie Fin Richemont N117.65132.05CHF132.05
(100.00%)
-12.24%92.435
(70.00%)
21.43%37.8644
Swisscom N505.5495.80CHF495.80
(100.00%)
1.92%347.060
(70.00%)
31.34%10.0847
SoftwareONE Hldg.N8.1215.69CHF15.69
(100.00%)
-93.23%10.983
(70.00%)
-35.26%318.6743

Reference data

ISIN CH1329131796
Security 132913179
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'314.08

Coupon

Coupon (Coupon p.a.)6.28% (8.31% )
Coupon paymentguaranteed
Interest portion p.a.1.23%
Premium portion p.a.7.07%
Coupon date14.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.05.2024
Payment day14.05.2024
First trading day14.05.2024
Last trading day07.02.2025
Final fixing day07.02.2025
Redemption date14.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term77
Issue amount30'000.00

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 -48.25%

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 Return1.23%
Cash value of fixed income investment upon issue99.08%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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