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11.88% ZKB Barrier Reverse Convertible, 22.12.2025 on worst of WCH GY/SAN FP/LLY UN
Eli Lilly & Co/Sanofi SA/Wacker Chemie AG

ISIN: CH1329142710 Security: 132914271 Symbol: n.a. Life cycle
gray-market

Bid Price 98.89%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 18.06.2024 04:00:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Eli Lilly & Co A887.9872.0629USD697.65
(80.00%)
21.17%514.517
(59.00%)
41.86%n.a.
Sanofi A88.389.965EUR71.97
(80.00%)
18.77%53.079
(59.00%)
40.09%n.a.
Wacker Chemie A96.6698.54EUR78.83
(80.00%)
18.09%58.139
(59.00%)
39.59%n.a.

Reference data

ISIN CH1329142710
Security 132914271
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'118.84

Coupon

Coupon (Coupon p.a.)11.88% (7.90% )
Coupon paymentguaranteed
Interest portion p.a.1.24%
Premium portion p.a.6.66%
Coupon date23.06.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.06.2024
Payment day21.06.2024
First trading day21.06.2024
Last trading day15.12.2025
Final fixing day15.12.2025
Redemption date22.12.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term544
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -2.33%

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 Return1.24%
Cash value of fixed income investment upon issue98.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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