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ZKB Callable Barrier Reverse Convertible on worst of
Alphabet Inc/Intel Corp/Amazon.com Inc

ISIN: CH1329107895 Security: 132910789 Symbol: n.a. Life cycle
Secondary market

Bid Price 67.19%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 125'000.00

Volume n.a.

Date/time (realtime) 27.08.2024 04:23:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alphabet A -A-165.81144.48USD144.48
(100.00%)
12.51%72.240
(50.00%)
56.26%n.a.
Intel A19.9142.915USD42.92
(100.00%)
-113.19%21.458
(50.00%)
-6.60%n.a.
Amazon.Com A172.6593172.51USD172.51
(100.00%)
0.30%86.255
(50.00%)
50.15%n.a.

Reference data

ISIN CH1329107895
Security 132910789
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'079.18

Coupon

Coupon (Coupon p.a.)7.92% (7.83% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.6.50%
Coupon date03.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.02.2024
Payment day29.02.2024
First trading day29.02.2024
Last trading day24.02.2025
Final fixing day24.02.2025
Redemption date03.03.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term180
Issue amount125'000.00

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 -53.09%

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 Return1.33%
Cash value of fixed income investment upon issue98.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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