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ZKB Barrier Reverse Convertible on worst of
The Kraft Heinz Company/Coca-Cola Co/Colgate-Palmolive Co/Procter & Gamble Co/Johnson & Johnson

ISIN: CH1329133040 Security: 132913304 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.45%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 31.07.2024 05:40:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
The Kraft Heinz Co A35.25536.035USD36.04
(100.00%)
-2.13%23.423
(65.00%)
33.62%27.7508
Coca-Cola A66.88563.315USD63.32
(100.00%)
5.32%41.155
(65.00%)
38.46%15.7940
Colgate-Palmolive A98.5394.62USD94.62
(100.00%)
4.15%61.503
(65.00%)
37.70%10.5686
Procter & Gamble A161.11166.66USD166.66
(100.00%)
-3.37%108.329
(65.00%)
32.81%6.0002
Johnson & Johnson A159.605149.435USD149.44
(100.00%)
6.43%97.133
(65.00%)
39.18%6.6919

Reference data

ISIN CH1329133040
Security 132913304
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.5.23%
Premium portion p.a.4.77%
Coupon date18.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.05.2024
Payment day16.05.2024
First trading day16.05.2024
Last trading day12.05.2025
Final fixing day12.05.2025
Redemption date16.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term284
Issue amount30'000.00

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 -3.26%

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 Return5.23%
Cash value of fixed income investment upon issue95.03%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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