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

ISIN: CH1329133826 Security: 132913382 Symbol: n.a. Life cycle
Secondary market

Bid Price 84.89%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 23.08.2024 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Kering N260340.025EUR340.03
(100.00%)
-30.78%238.018
(70.00%)
8.45%147.0480
LVMH A681.1787.40EUR787.40
(100.00%)
-15.61%551.180
(70.00%)
19.08%63.5001
L'Oréal A394.4455.10EUR455.10
(100.00%)
-15.39%318.570
(70.00%)
19.23%109.8660

Reference data

ISIN CH1329133826
Security 132913382
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 50'000.00
Barrier level observation continuous
Maximum repayment 52'854.36

Coupon

Coupon (Coupon p.a.)5.71% (8.60% )
Coupon paymentguaranteed
Interest portion p.a.3.61%
Premium portion p.a.4.98%
Coupon date20.01.2025
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 term141
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 -23.54%

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 Return3.61%
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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