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ZKB Callable Barrier Reverse Convertible on worst of
Allreal Holding AG/Cembra Money Bank AG/Swisscom AG/Julius Baer Gruppe AG/Nestlé AG

ISIN: CH1329133834 Security: 132913383 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.09%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 08.07.2024 02:20:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Allreal Hldg N155150.40CHF150.40
(100.00%)
2.97%105.280
(70.00%)
32.08%6.6489
Cembra Money Bank N76.871.925CHF71.93
(100.00%)
6.53%50.348
(70.00%)
34.57%13.9034
Swisscom N514.5501.75CHF501.75
(100.00%)
2.57%351.225
(70.00%)
31.80%1.9930
Julius Baer Grp N51.6453.99CHF53.99
(100.00%)
-4.43%37.793
(70.00%)
26.90%18.5219
Nestlé N93.1694.89CHF94.89
(100.00%)
-1.81%66.423
(70.00%)
28.73%10.5385

Reference data

ISIN CH1329133834
Security 132913383
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'051.55

Coupon

Coupon (Coupon p.a.)5.15% (10.37% )
Coupon paymentguaranteed
Interest portion p.a.1.28%
Premium portion p.a.9.09%
Coupon date22.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.05.2024
Payment day22.05.2024
First trading day22.05.2024
Last trading day14.11.2024
Final fixing day14.11.2024
Redemption date21.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term128
Issue amount20'000.00

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 -4.24%

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 Return1.28%
Cash value of fixed income investment upon issue99.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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