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ZKB Barrier Reverse Convertible on worst of
S&P 500®/Swiss Market Index SMI/EURO STOXX 50

ISIN: CH1329132786 Security: 132913278 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.25%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 90'000.00

Volume n.a.

Date/time (realtime) 30.07.2024 12:35:25

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.a.5'227.317USD5'227.32
(100.00%)
4.32%3'861.176
(73.87%)
29.33%n.a.
SMI® Index12255.1311'724.7949CHF11'724.79
(100.00%)
4.31%8'660.561
(73.87%)
29.32%n.a.
EURO STOXX 50® Index4841.735'090.2022EUR5'090.20
(100.00%)
-5.15%3'759.896
(73.87%)
22.33%n.a.

Reference data

ISIN CH1329132786
Security 132913278
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'043.40

Coupon

Coupon (Coupon p.a.)4.34% (4.00% )
Coupon paymentguaranteed
Interest portion p.a.3.42%
Premium portion p.a.0.58%
Coupon date19.05.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.05.2024
Payment day17.05.2024
First trading day17.05.2024
Last trading day10.06.2025
Final fixing day10.06.2025
Redemption date17.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term314
Issue amount90'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -4.90%

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 marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.42%
Cash value of fixed income investment upon issue96.41%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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