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ZKB Barrier Reverse Convertible on worst of
Swisscom AG/UBS Group AG/Novartis AG/Swiss Life Holding AG

ISIN: CH1329136985 Security: 132913698 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.76%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 26.06.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swisscom N502.5492.50CHF492.50
(100.00%)
1.99%369.375
(75.00%)
26.49%40.6091
UBS Group AG26.2927.79CHF27.79
(100.00%)
-5.71%20.843
(75.00%)
20.72%719.6833
Novartis N95.9391.32CHF91.32
(100.00%)
4.81%68.490
(75.00%)
28.60%219.0101
Swiss Life N654621.50CHF621.50
(100.00%)
4.97%466.125
(75.00%)
28.73%32.1802

Reference data

ISIN CH1329136985
Security 132913698
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 20'807.48

Coupon

Coupon (Coupon p.a.)4.04% (7.99% )
Coupon paymentguaranteed
Interest portion p.a.1.32%
Premium portion p.a.6.67%
Coupon date02.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.05.2024
Payment day31.05.2024
First trading day31.05.2024
Last trading day25.11.2024
Final fixing day25.11.2024
Redemption date02.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term151
Issue amount60'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -5.40%

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 Return1.32%
Cash value of fixed income investment upon issue99.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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