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ZKB Autocallable Barrier Reverse Convertible on worst of
Biogen Inc/BioNTech SE/Moderna Inc

ISIN: CH1329134220 Security: 132913422 Symbol: n.a. Life cycle
Secondary market

Bid Price 41.31%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:39

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Biogen A157.9228.2466USD228.25
(100.00%)
-43.97%136.948
(60.00%)
13.62%4.3812
BioNTech A113.1392.4759USD92.48
(100.00%)
17.84%55.486
(60.00%)
50.70%10.8136
Moderna N41.11126.8025USD126.80
(100.00%)
-202.80%76.082
(60.00%)
-81.68%7.8863

Reference data

ISIN CH1329134220
Security 132913422
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)BIIB + 15.25%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date15.05.2024
Payment day22.05.2024
First trading day22.05.2024
Last trading day15.05.2025
Final fixing day15.05.2025
Redemption date22.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date14.02.2025
Residual term172
Issue amount50'000.00

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 -66.97%

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 Return5.18%
Cash value of fixed income investment upon issue95.08%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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