Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
Deutsche Bank AG/Société Générale SA/ING Group NV

ISIN: CH1329119007 Security: 132911900 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.20%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 130'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 09:41:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Deutsche Bank N15.1613.93EUR13.93
(100.00%)
7.20%6.826
(49.00%)
54.53%71.7875
Societe Generale A23.8624.52EUR24.52
(100.00%)
-3.24%12.015
(49.00%)
49.41%40.7830
ING Groep16.83814.48EUR14.48
(100.00%)
13.94%7.095
(49.00%)
57.83%69.0608

Reference data

ISIN CH1329119007
Security 132911900
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'145.97

Coupon

Coupon (Coupon p.a.)14.60% (11.63% )
Coupon paymentguaranteed
Interest portion p.a.3.34%
Premium portion p.a.8.29%
Coupon date30.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.03.2024
Payment day28.03.2024
First trading day28.03.2024
Last trading day23.06.2025
Final fixing day23.06.2025
Redemption date30.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term335
Issue amount130'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -3.14%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.34%
Cash value of fixed income investment upon issue95.96%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading