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15.72% ZKB Barrier Reverse Convertible, 12.06.2025 on worst of GE UN/AIR FP/BA UN
General Electric Co/Airbus SE/Boeing Co

ISIN: CH1329140235 Security: 132914023 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.92%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 895'000.00

Volume n.a.

Date/time (realtime) 09.07.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
General Electric A163.13158.47USD158.47
(100.00%)
4.03%95.082
(60.00%)
42.42%n.a.
Airbus Group A131.84152.65EUR152.65
(100.00%)
-15.78%91.590
(60.00%)
30.53%n.a.
Boeing A183.24185.60USD185.60
(100.00%)
-0.20%111.360
(60.00%)
39.88%n.a.

Reference data

ISIN CH1329140235
Security 132914023
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'157.24

Coupon

Coupon (Coupon p.a.)15.72% (15.68% )
Coupon paymentguaranteed
Interest portion p.a.5.17%
Premium portion p.a.10.51%
Coupon date12.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.06.2024
Payment day11.06.2024
First trading day11.06.2024
Last trading day04.06.2025
Final fixing day04.06.2025
Redemption date12.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term328
Issue amount895'000.00

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 -13.63%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.17%
Cash value of fixed income investment upon issue95.07%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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