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ZKB Barrier Reverse Convertible on worst of
ABN AMRO Bank NV/Banco Bilbao Vizcaya Argentaria SA/Société Générale SA

ISIN: CH1329110360 Security: 132911036 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.60%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 450'000.00

Volume n.a.

Date/time (realtime) 21.05.2024 04:00:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABN AMRO Grp A15.67514.835EUR14.84
(100.00%)
5.30%7.418
(50.00%)
52.65%n.a.
BBVA9.9329.26EUR9.26
(100.00%)
6.65%4.630
(50.00%)
53.33%n.a.
Societe Generale A27.2722.46EUR22.46
(100.00%)
17.64%11.230
(50.00%)
58.82%n.a.

Reference data

ISIN CH1329110360
Security 132911036
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'083.07

Coupon

Coupon (Coupon p.a.)8.31% (8.31% )
Coupon paymentguaranteed
Interest portion p.a.1.35%
Premium portion p.a.6.95%
Coupon date09.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.02.2024
Payment day07.03.2024
First trading day07.03.2024
Last trading day28.02.2025
Final fixing day28.02.2025
Redemption date07.03.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term282
Issue amount450'000.00

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 5.59%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.35%
Cash value of fixed income investment upon issue98.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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