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ZKB Barrier Reverse Convertible on worst of
Bayerische Motoren Werke AG/Mercedes-Benz Group AG/Volkswagen AG

ISIN: CH1329133768 Security: 132913376 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.66%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 17.07.2024 04:35:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BMW A89.44104.475EUR104.48
(100.00%)
-16.76%57.461
(55.00%)
35.78%95.7167
Daimler N63.569.145EUR69.15
(100.00%)
-8.98%38.030
(55.00%)
40.06%144.6236
Volkswagen VA106.6121.275EUR121.28
(100.00%)
-13.93%66.701
(55.00%)
37.34%82.4572

Reference data

ISIN CH1329133768
Security 132913376
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'719.36

Coupon

Coupon (Coupon p.a.)7.19% (7.19% )
Coupon paymentguaranteed
Interest portion p.a.3.46%
Premium portion p.a.3.74%
Coupon date21.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.05.2024
Payment day21.05.2024
First trading day21.05.2024
Last trading day14.05.2025
Final fixing day14.05.2025
Redemption date21.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term300
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 10'000.00
Performance of underlying since issue -14.35%

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 Return3.46%
Cash value of fixed income investment upon issue96.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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