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ZKB Barrier Reverse Convertible on worst of
Cisco Systems Inc/HP Inc/Intel Corp

ISIN: CH1329120054 Security: 132912005 Symbol: n.a. Life cycle
Secondary market

Bid Price 81.44%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cisco Systems A48.0649.335USD49.34
(100.00%)
-3.03%34.535
(70.00%)
27.88%20.2696
HP Inc A46.7829.965USD29.97
(100.00%)
-0.74%20.976
(70.00%)
29.48%33.3723
Intel A29.8541.405USD41.41
(100.00%)
-37.06%28.984
(70.00%)
4.06%24.1517

Reference data

ISIN CH1329120054
Security 132912005
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'078.51

Coupon

Coupon (Coupon p.a.)7.85% (15.66% )
Coupon paymentguaranteed
Interest portion p.a.5.36%
Premium portion p.a.10.30%
Coupon date02.07.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.03.2024
Payment day02.04.2024
First trading day02.04.2024
Last trading day25.09.2024
Final fixing day25.09.2024
Redemption date02.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term135
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -27.04%

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 Return5.36%
Cash value of fixed income investment upon issue97.42%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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