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10.08% p.a. ZKB Callable Barrier Reverse Convertible, 09.12.2024 on worst of TEMN SE/LONN SE/UHR SE/TECN SE/VACN SE
TEMENOS AG/Tecan Group AG/The Swatch Group AG/Lonza Group AG/VAT Group AG

ISIN: CH1329139401 Security: 132913940 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.36%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 08:00:03

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Temenos Group AG66.357.40CHF57.40
(100.00%)
13.16%28.700
(50.00%)
56.58%17.4216
TECAN GROUP N316318.30CHF318.30
(100.00%)
-1.56%159.150
(50.00%)
49.22%3.1417
The Swatch Grp A179.2192.70CHF192.70
(100.00%)
-8.44%96.350
(50.00%)
45.78%5.1894
Lonza Grp N509.6483.90CHF483.90
(100.00%)
4.63%241.950
(50.00%)
52.32%2.0665
VAT Group N445.4486.25CHF486.25
(100.00%)
-9.86%243.125
(50.00%)
45.07%2.0566

Reference data

ISIN CH1329139401
Security 132913940
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'050.96

Coupon

Coupon (Coupon p.a.)5.10% (10.08% )
Coupon paymentguaranteed
Interest portion p.a.1.35%
Premium portion p.a.8.73%
Coupon date07.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.05.2024
Payment day07.06.2024
First trading day07.06.2024
Last trading day02.12.2024
Final fixing day02.12.2024
Redemption date09.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term132
Issue amount30'000.00

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 -8.98%

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 Return1.35%
Cash value of fixed income investment upon issue99.32%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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