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ZKB Barrier Reverse Convertible on worst of
Kering SA/Moët Hennessy Louis Vuitton SE/L'Oréal S.A.

ISIN: CH1329133784 Security: 132913378 Symbol: n.a. Life cycle
Secondary market

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Kering N317.6342.20EUR342.20
(100.00%)
n.a.239.540
(70.00%)
n.a.146.1134
LVMH A693.4788.65EUR788.65
(100.00%)
n.a.552.055
(70.00%)
n.a.63.3995
L'Oréal A410.1455.45EUR455.45
(100.00%)
n.a.318.815
(70.00%)
n.a.109.7815

Reference data

ISIN CH1329133784
Security 132913378
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 50'000.00
Barrier level observation continuous
Maximum repayment 52'801.05

Coupon

Coupon (Coupon p.a.)5.60% (8.44% )
Coupon paymentguaranteed
Interest portion p.a.3.61%
Premium portion p.a.4.82%
Coupon date20.08.2024
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 day13.01.2025
Final fixing day13.01.2025
Redemption date20.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term174
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 50'000.00
Performance of underlying since issue

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
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 Return3.61%
Cash value of fixed income investment upon issue97.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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