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ZKB Callable Barrier Reverse Convertible on worst of
Caterpillar Inc/T-Mobile US Inc/Unitedhealth Group Inc/Microsoft Corp/McDonald's Corp

ISIN: CH1329115054 Security: 132911505 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.34%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Caterpillar A354.79334.8331USD334.83
(100.00%)
5.47%184.158
(55.00%)
48.01%2.9866
T-Mobile US A164.2165.3627USD165.36
(100.00%)
-0.63%90.950
(55.00%)
44.65%6.0473
Unitedhealth Group A512.81488.5941USD488.59
(100.00%)
4.24%268.727
(55.00%)
47.33%2.0467
Microsoft N414.74406.2514USD406.25
(100.00%)
1.81%223.438
(55.00%)
46.00%2.4615
McDonald's A275295.2867USD295.29
(100.00%)
-9.38%162.408
(55.00%)
39.84%3.3865

Reference data

ISIN CH1329115054
Security 132911505
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'142.73

Coupon

Coupon (Coupon p.a.)14.27% (11.39% )
Coupon paymentguaranteed
Interest portion p.a.4.87%
Premium portion p.a.6.52%
Coupon date20.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.03.2024
Payment day19.03.2024
First trading day19.03.2024
Last trading day12.06.2025
Final fixing day12.06.2025
Redemption date20.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term395
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -8.58%

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 Return4.87%
Cash value of fixed income investment upon issue94.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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