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17.50% ZKB Barrier Reverse Convertible, 06.06.2025 on worst of MRNA UW/BNTX UW
BioNTech SE/Moderna Inc

ISIN: CH1329138619 Security: 132913861 Symbol: n.a. Life cycle
Secondary market

Bid Price 42.20%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:49

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BioNTech A107.993.455USD93.46
(100.00%)
10.59%n.v.n.v10.7003
Moderna N37.93146.225USD146.23
(100.00%)
-296.17%Hitn.v6.8388

Reference data

ISIN CH1329138619
Security 132913861
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'175.00

Coupon

Coupon (Coupon p.a.)17.50% (17.50% )
Coupon paymentguaranteed
Interest portion p.a.5.27%
Premium portion p.a.12.23%
Coupon date06.12.2024
Day count convention30/360 (German), modified following
Accrued coupon8.26%

Life cycle

Issue price100.00%
Initial fixing date30.05.2024
Payment day06.06.2024
First trading day06.06.2024
Last trading day30.05.2025
Final fixing day30.05.2025
Redemption date06.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term189
Issue amount20'000.00

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 -74.76%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.27%
Cash value of fixed income investment upon issue94.99%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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