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ZKB Barrier Reverse Convertible on worst of
Ypsomed Holding AG/Swiss Re AG/EMS-CHEMIE HOLDING AG

ISIN: CH1329104967 Security: 132910496 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.01%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 20.05.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Ypsomed Hldg N328.5341.50CHF341.50
(100.00%)
-3.96%239.050
(70.00%)
27.23%292.8258
Swiss Re N110.1101.425CHF101.43
(100.00%)
7.88%70.998
(70.00%)
35.52%985.9502
EMS-CHEM HLDG N763629.25CHF629.25
(100.00%)
17.53%440.475
(70.00%)
42.27%158.9193

Reference data

ISIN CH1329104967
Security 132910496
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 100'000.00
Barrier level observation continuous
Maximum repayment 108'958.60

Coupon

Coupon (Coupon p.a.)8.96% (8.93% )
Coupon paymentguaranteed
Interest portion p.a.1.31%
Premium portion p.a.7.62%
Coupon date26.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.02.2024
Payment day23.02.2024
First trading day23.02.2024
Last trading day17.02.2025
Final fixing day17.02.2025
Redemption date24.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term272
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 100'000.00
Performance of underlying since issue -3.81%

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 Return1.31%
Cash value of fixed income investment upon issue98.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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