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ZKB Callable Barrier Reverse Convertible on worst of
Barrick Gold A/Newmont Goldcorp A/Freeport Mcmoran A

ISIN: CH1329132729 Security: 132913272 Symbol: Z24AVZ Life cycle
Secondary market

Bid Price 99.04%

Ask Price 99.74%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 29.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Barrick Gold A17.9716.72USD16.72
(100.00%)
5.51%8.736
(52.25%)
50.63%n.a.
Newmont Goldcorp A47.2841.54USD41.54
(100.00%)
11.24%21.705
(52.25%)
53.62%n.a.
Freeport Mcmoran A44.3849.96USD49.96
(100.00%)
-12.76%26.104
(52.25%)
41.08%n.a.

Reference data

ISIN CH1329132729
Security 132913272
Symbol Z24AVZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'090.00

Coupon

Coupon (Coupon p.a.)9.00% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.1.14%
Premium portion p.a.4.86%
Coupon date16.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.05.2024
Payment day17.05.2024
First trading day17.05.2024
Last trading day10.11.2025
Final fixing day10.11.2025
Redemption date17.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term468
Issue amount1'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -11.32%

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 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 date17.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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