Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
Mercedes-Benz Grp.N/BMW A/Volkswagen VA

ISIN: CH1329128719 Security: 132912871 Symbol: Z24AQZ Life cycle
Secondary market

Bid Price 100.23%

Ask Price 100.73%

Currency qUSD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 31.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Daimler N66.473.83EUR73.83
(100.00%)
-11.19%44.298
(60.00%)
33.29%n.a.
BMW A93.18105.25EUR105.25
(100.00%)
-12.95%63.150
(60.00%)
32.23%n.a.
Volkswagen VA115120.85EUR120.85
(100.00%)
-5.09%72.510
(60.00%)
36.95%n.a.

Reference data

ISIN CH1329128719
Security 132912871
Symbol Z24AQZ
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'145.00

Coupon

Coupon (Coupon p.a.)14.50% (14.50% )
Coupon paymentguaranteed
Interest portion p.a.5.28%
Premium portion p.a.9.22%
Coupon date30.07.2024
Day count convention30/360 (German), modified following
Accrued coupon1.41%

Life cycle

Issue price100.00%
Initial fixing date23.04.2024
Payment day30.04.2024
First trading day30.04.2024
Last trading day23.04.2025
Final fixing day23.04.2025
Redemption date30.04.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term325
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -11.47%

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 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 date30.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading