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ZKB Barrier Reverse Convertible on worst of
Moderna Inc/BioNTech SE

ISIN: CH1394341015 Security: 139434101 Symbol: n.a. Life cycle
gray-market

Bid Price 93.44%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:47

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Moderna N37.6139.6371USD39.64
(100.00%)
-7.39%19.819
(50.00%)
46.31%n.a.
BioNTech A106.82104.7626USD104.76
(100.00%)
-0.32%52.381
(50.00%)
49.84%n.a.

Reference data

ISIN CH1394341015
Security 139434101
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'220.35

Coupon

Coupon (Coupon p.a.)22.04% (22.04% )
Coupon paymentguaranteed
Interest portion p.a.2.26%
Premium portion p.a.19.78%
Coupon date26.11.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.11.2024
Payment day26.11.2024
First trading day26.11.2024
Last trading day19.11.2025
Final fixing day19.11.2025
Redemption date26.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term362
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -6.88%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Return2.26%
Cash value of fixed income investment upon issue97.79%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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