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ZKB Callable Barrier Reverse Convertible on worst of
Compagnie Financière Richemont SA/Nestlé AG/The Swatch Group AG/Avolta AG

ISIN: CH1329125616 Security: 132912561 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.21%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 08:00:02

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cie Fin Richemont N134.1129.25CHF129.25
(100.00%)
2.97%90.475
(70.00%)
32.08%7.7369
Nestlé N94.592.86CHF92.86
(100.00%)
0.98%65.002
(70.00%)
30.69%10.7689
The Swatch Grp A179.9202.30CHF202.30
(100.00%)
-13.84%141.610
(70.00%)
20.31%4.9432
Avolta N34.8635.90CHF35.90
(100.00%)
-1.93%25.130
(70.00%)
28.65%27.8552

Reference data

ISIN CH1329125616
Security 132912561
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'175.56

Coupon

Coupon (Coupon p.a.)17.56% (14.04% )
Coupon paymentguaranteed
Interest portion p.a.1.14%
Premium portion p.a.12.90%
Coupon date22.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.04.2024
Payment day22.04.2024
First trading day22.04.2024
Last trading day15.07.2025
Final fixing day15.07.2025
Redemption date22.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term357
Issue amount100'000.00

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 -12.16%

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 Return1.14%
Cash value of fixed income investment upon issue98.59%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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