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7.45% ZKB Barrier Reverse Convertible, 18.06.2025 on worst of HOLN SE/GIVN SE/GEBN SE
Holcim Ltd/Givaudan AG/Geberit AG

ISIN: CH1329142207 Security: 132914220 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.42%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 30.07.2024 05:40:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Holcim N82.0480.22CHF80.22
(100.00%)
2.22%48.132
(60.00%)
41.33%623.2860
Givaudan N42444'351.00CHF4'351.00
(100.00%)
-2.52%2'610.600
(60.00%)
38.49%11.4916
Geberit N559.6552.60CHF552.60
(100.00%)
1.25%331.560
(60.00%)
40.75%90.4814

Reference data

ISIN CH1329142207
Security 132914220
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00
Barrier level observation continuous
Maximum repayment 53'729.15

Coupon

Coupon (Coupon p.a.)7.46% (7.46% )
Coupon paymentguaranteed
Interest portion p.a.1.27%
Premium portion p.a.6.19%
Coupon date18.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.06.2024
Payment day18.06.2024
First trading day18.06.2024
Last trading day11.06.2025
Final fixing day11.06.2025
Redemption date18.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term315
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue -2.46%

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 Return1.27%
Cash value of fixed income investment upon issue98.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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