Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Valero Energy Corp/Cisco Systems Inc/Apple Inc

ISIN: CH1329123546 Security: 132912354 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.89%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 220'000.00

Volume n.a.

Date/time (realtime) 17.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Valero Energy A166.06181.93USD181.93
(100.00%)
-11.88%145.544
(80.00%)
10.50%5.4966
Cisco Systems A48.1748.245USD48.25
(100.00%)
0.06%38.596
(80.00%)
20.05%20.7275
Apple A189.82169.215USD169.22
(100.00%)
10.77%135.372
(80.00%)
28.61%5.9096

Reference data

ISIN CH1329123546
Security 132912354
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'126.38

Coupon

Coupon (Coupon p.a.)12.64% (16.79% )
Coupon paymentguaranteed
Interest portion p.a.5.24%
Premium portion p.a.11.55%
Coupon date13.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.04.2024
Payment day12.04.2024
First trading day12.04.2024
Last trading day06.01.2025
Final fixing day06.01.2025
Redemption date13.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term233
Issue amount220'000.00

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 -10.62%

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 Return5.24%
Cash value of fixed income investment upon issue96.23%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading