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

ISIN: CH1329135730 Security: 132913573 Symbol: Z24AYZ Life cycle
Secondary market

Bid Price 99.47%

Ask Price 100.17%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 20.06.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N486479.60CHF479.60
(100.00%)
1.32%239.800
(50.00%)
50.66%n.a.
Allianz N260261.50EUR261.50
(100.00%)
-0.58%130.750
(50.00%)
49.71%n.a.
AXA A30.9433.18EUR33.18
(100.00%)
-7.24%16.590
(50.00%)
46.38%n.a.

Reference data

ISIN CH1329135730
Security 132913573
Symbol Z24AYZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'111.15

Coupon

Coupon (Coupon p.a.)11.12% (5.55% )
Coupon paymentguaranteed
Interest portion p.a.1.25%
Premium portion p.a.4.30%
Coupon date16.09.2024
Day count convention30/360 (German), modified following
Accrued coupon0.17%

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 term716
Issue amount5'000'000.00

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 -6.75%

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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