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27.00% ZKB Barrier Reverse Convertible on worst of
Super Micro Comp N/NVIDIA A

ISIN: CH1329132315 Security: 132913231 Symbol: Z24AUZ Life cycle
Secondary market

Bid Price 104.87%

Ask Price 105.67%

Currency USD

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 14.06.2024 05:16:26

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Super Micro Comp N844.54823.0115USD823.01
(100.00%)
1.96%411.506
(50.00%)
50.98%1.2151
NVIDIA A131.8889.8769USD89.88
(100.00%)
31.09%44.939
(50.00%)
65.55%11.1263

Reference data

ISIN CH1329132315
Security 132913231
Symbol Z24AUZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'270.00

Coupon

Coupon (Coupon p.a.)27.00% (27.00% )
Coupon paymentguaranteed
Interest portion p.a.5.19%
Premium portion p.a.21.81%
Coupon date14.11.2024
Day count convention30/360 (German), modified following
Accrued coupon2.63%

Life cycle

Issue price100.00%
Initial fixing date07.05.2024
Payment day14.05.2024
First trading day14.05.2024
Last trading day07.05.2025
Final fixing day07.05.2025
Redemption date14.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term324
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 2.00%

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date14.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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