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ZKB Callable Barrier Reverse Convertible on worst of
Zurich Insurance N/Allianz N/AXA A

ISIN: CH1329135771 Security: 132913577 Symbol: Z24AZZ Life cycle
Secondary market

Bid Price 100.63%

Ask Price 101.33%

Currency qCHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 31.07.2024 05:14:24

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N483.2479.60CHF479.60
(100.00%)
0.99%287.760
(60.00%)
40.59%n.a.
Allianz N260.8261.50EUR261.50
(100.00%)
-0.35%156.900
(60.00%)
39.79%n.a.
AXA A32.4933.18EUR33.18
(100.00%)
-1.90%19.908
(60.00%)
38.86%n.a.

Reference data

ISIN CH1329135771
Security 132913577
Symbol Z24AZZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'144.20

Coupon

Coupon (Coupon p.a.)14.42% (7.20% )
Coupon paymentguaranteed
Interest portion p.a.1.25%
Premium portion p.a.5.95%
Coupon date16.09.2024
Day count convention30/360 (German), modified following
Accrued coupon1.01%

Life cycle

Issue price100.00%
Initial fixing date07.06.2024
Payment day14.06.2024
First trading day14.06.2024
Last trading day08.06.2026
Final fixing day08.06.2026
Redemption date15.06.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term676
Issue amount5'000'000.00

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 -1.87%

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 date15.06.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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