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9.25% ZKB Barrier Reverse Convertible, 05.06.2025 on worst of CFR SE/STMN SE/COTN SE
Straumann Holding AG/Compagnie Financière Richemont SA/Comet Holding AG

ISIN: CH1329137553 Security: 132913755 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.18%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:36:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Straumann Hldg N116.2118.50CHF118.50
(100.00%)
-2.16%71.100
(60.00%)
38.71%8.4388
Cie Fin Richemont N133.7144.475CHF144.48
(100.00%)
-8.46%86.685
(60.00%)
34.92%6.9216
Comet Holding357.5340.25CHF340.25
(100.00%)
5.09%204.150
(60.00%)
43.05%2.9390

Reference data

ISIN CH1329137553
Security 132913755
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'092.50

Coupon

Coupon (Coupon p.a.)9.25% (9.22% )
Coupon paymentguaranteed
Interest portion p.a.1.26%
Premium portion p.a.7.97%
Coupon date05.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.05.2024
Payment day04.06.2024
First trading day04.06.2024
Last trading day28.05.2025
Final fixing day28.05.2025
Redemption date05.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term309
Issue amount30'000.00

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 -7.80%

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 Return1.26%
Cash value of fixed income investment upon issue98.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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