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4.96% ZKB Barrier Reverse Convertible, 10.12.2024 on worst of LXS GY/BAS GY
BASF SE/LANXESS AG

ISIN: CH1329139773 Security: 132913977 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.59%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 120'000.00

Volume n.a.

Date/time (realtime) 20.06.2024 02:07:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BASF N45.2547.925EUR47.93
(100.00%)
-5.83%28.755
(60.00%)
36.50%208.6594
LANXESS A22.2524.905EUR24.91
(100.00%)
-11.98%14.943
(60.00%)
32.81%401.5258

Reference data

ISIN CH1329139773
Security 132913977
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'496.27

Coupon

Coupon (Coupon p.a.)4.96% (9.93% )
Coupon paymentguaranteed
Interest portion p.a.3.67%
Premium portion p.a.6.25%
Coupon date10.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.06.2024
Payment day10.06.2024
First trading day10.06.2024
Last trading day03.12.2024
Final fixing day03.12.2024
Redemption date10.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term165
Issue amount120'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 10'000.00
Performance of underlying since issue -10.70%

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 Return3.67%
Cash value of fixed income investment upon issue98.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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