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5.13% ZKB Barrier Reverse Convertible, 09.12.2024 on worst of LXS GY/BAS GY
BASF SE/LANXESS AG

ISIN: CH1329138643 Security: 132913864 Symbol: n.a. Life cycle
Secondary market

Bid Price 104.17%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 120'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 12:19:51

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BASF N42.1148.00EUR48.00
(100.00%)
-14.11%28.800
(60.00%)
31.53%104.1667
LANXESS A23.3924.96EUR24.96
(100.00%)
-7.12%14.976
(60.00%)
35.73%200.3205

Reference data

ISIN CH1329138643
Security 132913864
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'256.91

Coupon

Coupon (Coupon p.a.)5.14% (10.11% )
Coupon paymentguaranteed
Interest portion p.a.3.68%
Premium portion p.a.6.43%
Coupon date09.12.2024
Day count convention30/360 (German), modified following
Accrued coupon4.77%

Life cycle

Issue price100.00%
Initial fixing date30.05.2024
Payment day06.06.2024
First trading day06.06.2024
Last trading day02.12.2024
Final fixing day02.12.2024
Redemption date09.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term10
Issue amount120'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue -12.36%

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 Return3.68%
Cash value of fixed income investment upon issue98.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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