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ZKB Callable Barrier Reverse Convertible on worst of
Sandoz Group AG N/Part Grp Hldg N/Swiss Re N

ISIN: CH1329129089 Security: 132912908 Symbol: Z24ASZ Life cycle
Secondary market

Bid Price 99.64%

Ask Price 100.34%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 17.06.2024 10:52:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sandoz Group AG32.2430.71CHF30.71
(100.00%)
4.57%18.426
(60.00%)
42.74%162.8134
Part Grp Hldg N11541'181.00CHF1'181.00
(100.00%)
-2.30%708.600
(60.00%)
38.62%4.2337
Swiss Re N109.399.50CHF99.50
(100.00%)
9.01%59.700
(60.00%)
45.40%50.2513

Reference data

ISIN CH1329129089
Security 132912908
Symbol Z24ASZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'502.78

Coupon

Coupon (Coupon p.a.)10.06% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.17%
Premium portion p.a.8.83%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.31%

Life cycle

Issue price100.00%
Initial fixing date25.04.2024
Payment day03.05.2024
First trading day03.05.2024
Last trading day25.04.2025
Final fixing day25.04.2025
Redemption date05.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term311
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -2.24%

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date05.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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