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9.45% ZKB Barrier Reverse Convertible, 19.05.2025 on worst of MA UN/PYPL UW/V UN
PayPal Holdings Inc/Mastercard Inc/Visa Inc

ISIN: CH1329142884 Security: 132914288 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.44%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 05:45:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
PayPal Hold. Inc A62.7464.785USD64.79
(100.00%)
-0.98%38.871
(60.00%)
39.41%154.3567
Mastercard -A- N449.84448.32USD448.32
(100.00%)
1.42%268.992
(60.00%)
40.85%22.3055
Visa A -A-256.52275.205USD275.21
(100.00%)
-6.08%165.123
(60.00%)
36.35%36.3365

Reference data

ISIN CH1329142884
Security 132914288
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'945.58

Coupon

Coupon (Coupon p.a.)9.46% (10.35% )
Coupon paymentguaranteed
Interest portion p.a.5.14%
Premium portion p.a.5.20%
Coupon date19.05.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.06.2024
Payment day20.06.2024
First trading day20.06.2024
Last trading day12.05.2025
Final fixing day12.05.2025
Redemption date19.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term277
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue -5.73%

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 Return5.14%
Cash value of fixed income investment upon issue95.52%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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