Inhaltsseite: Home

4.03% ZKB Barrier Reverse Convertible, 16.12.2024 on worst of ROG SE/SCMN SE/NOVN SE/NESN SE
Nestlé AG/Novartis AG/Roche Holding AG/Swisscom AG

ISIN: CH1329141175 Security: 132914117 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.50%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N94.1298.17CHF98.17
(100.00%)
-4.68%78.536
(80.00%)
16.26%50.9321
Novartis N94.7795.01CHF95.01
(100.00%)
-0.86%76.008
(80.00%)
19.31%52.6260
Roche GS278.3243.00CHF243.00
(100.00%)
12.68%194.400
(80.00%)
30.15%20.5761
Swisscom N532.5504.75CHF504.75
(100.00%)
5.03%403.800
(80.00%)
24.03%9.9059

Reference data

ISIN CH1329141175
Security 132914117
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'201.62

Coupon

Coupon (Coupon p.a.)4.03% (7.96% )
Coupon paymentguaranteed
Interest portion p.a.1.34%
Premium portion p.a.6.61%
Coupon date16.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.06.2024
Payment day14.06.2024
First trading day14.06.2024
Last trading day09.12.2024
Final fixing day09.12.2024
Redemption date16.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term139
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -4.47%

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 Return1.34%
Cash value of fixed income investment upon issue99.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading