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ZKB Barrier Reverse Convertible with Conditional Coupon on worst of
L'Oréal S.A./Moët Hennessy Louis Vuitton SE/Danone SA/Air Liquide SA

ISIN: CH1329133024 Security: 132913302 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.84%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 23.05.2024 09:56:45

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
L'Oréal A454.5452.70EUR452.700 (100.00%)0.15%307.836 (68.00%)32.10%
LVMH A753.4791.25EUR791.250 (100.00%)-5.23%538.050 (68.00%)28.44%
DANONE A59.7659.61EUR59.610 (100.00%)0.25%40.535 (68.00%)32.17%
Air Liquide A183.18187.06EUR187.060 (100.00%)-2.33%127.201 (68.00%)30.42%

Reference data

ISIN CH1329133024
Security 132913302
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier observation continuous

Coupon

Coupon (Coupon p.a.)1.02%
Coupon paymentbedingt
Memory effectNein
Coupon Level65.00%

Life cycle

Issue price100.00%
Initial fixing date10.05.2024
Payment day17.05.2024
First trading day17.05.2024
Last trading day12.05.2025
Final fixing day12.05.2025
Redemption date19.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date12.08.2024
Residual term353
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -4.97%

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 date19.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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