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ZKB Barrier Reverse Convertible with Conditional Coupon on worst of
Givaudan AG/Roche Holding AG/Novartis AG/Nestlé AG

ISIN: CH1329121631 Security: 132912163 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.69%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 215'000.00

Volume n.a.

Date/time (realtime) 15.05.2024 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Givaudan N41124'018.00CHF4'018.000 (100.00%)2.29%3'174.220 (79.00%)22.81%
Roche GS227.5229.775CHF229.775 (100.00%)-1.00%181.522 (79.00%)20.21%
Novartis N93.387.11CHF87.110 (100.00%)6.63%68.817 (79.00%)26.24%
Nestlé N95.5495.51CHF95.510 (100.00%)0.03%75.453 (79.00%)21.02%

Reference data

ISIN CH1329121631
Security 132912163
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier observation continuous

Coupon

Coupon (Coupon p.a.)1.04%
Coupon paymentbedingt
Memory effectNein
Coupon Level79.00%

Life cycle

Issue price100.00%
Initial fixing date28.03.2024
Payment day08.04.2024
First trading day08.04.2024
Last trading day28.03.2025
Final fixing day28.03.2025
Redemption date04.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date27.06.2024
Residual term316
Issue amount215'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -0.99%

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 date04.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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