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ZKB Barrier Reverse Convertible with Conditional Coupon on worst of
Nestlé AG/Holcim Ltd/Zurich Insurance Group AG/Sika AG

ISIN: CH1329106921 Security: 132910692 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.45%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 110'000.00

Volume n.a.

Date/time (realtime) 31.05.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Nestlé N95.5699.80CHF99.800 (100.00%)-4.44%74.850 (75.00%)21.67%
Holcim N78.7868.86CHF68.860 (100.00%)12.59%51.645 (75.00%)34.44%
Zurich Insurance N473.7447.60CHF447.600 (100.00%)5.51%335.700 (75.00%)29.13%
Sika N272.9257.30CHF257.300 (100.00%)5.72%192.975 (75.00%)29.29%

Reference data

ISIN CH1329106921
Security 132910692
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier observation continuous

Coupon

Coupon (Coupon p.a.)1.08%
Coupon paymentbedingt
Memory effectNein
Coupon Level75.00%

Life cycle

Issue price100.00%
Initial fixing date21.02.2024
Payment day28.02.2024
First trading day28.02.2024
Last trading day21.02.2025
Final fixing day21.02.2025
Redemption date28.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date21.06.2024
Residual term264
Issue amount110'000.00

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 -4.25%

Product type

SSPA derivative category Yield enhancement
SSPA code Express certificate (1260)

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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