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ZKB Barrier Reverse Convertible on worst of
EMS-CHEMIE HOLDING AG/Compagnie Financière Richemont SA/Swiss Life Holding AG

ISIN: CH1329136720 Security: 132913672 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.58%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 02.08.2024 05:35:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EMS-CHEM HLDG N717753.50CHF753.50
(100.00%)
-5.09%452.100
(60.00%)
36.95%1.3271
Cie Fin Richemont N127.55141.35CHF141.35
(100.00%)
-10.82%84.810
(60.00%)
33.51%7.0746
Swiss Life N649.8622.40CHF622.40
(100.00%)
4.22%373.440
(60.00%)
42.53%1.6067

Reference data

ISIN CH1329136720
Security 132913672
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'136.52

Coupon

Coupon (Coupon p.a.)13.65% (6.81% )
Coupon paymentguaranteed
Interest portion p.a.1.24%
Premium portion p.a.5.57%
Coupon date02.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.05.2024
Payment day30.05.2024
First trading day30.05.2024
Last trading day26.05.2026
Final fixing day26.05.2026
Redemption date02.06.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term661
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -9.76%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.24%
Cash value of fixed income investment upon issue97.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.06.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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