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ZKB Reverse Convertible on worst of
Straumann Holding AG/VAT Group AG/Vontobel Holding AG/Clariant AG

ISIN: CH1329105774 Security: 132910577 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.83%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:35:35

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Straumann Hldg N111.5144.15CHF108.11 (75.00%)3.04%9.2496
VAT Group N343.7427.70CHF320.78 (75.00%)6.67%3.1175
Vontobel Holding N57.252.75CHF39.56 (75.00%)30.83%25.2765
Clariant N10.9210.92CHF8.19 (75.00%)25.00%122.1001

Reference data

ISIN CH1329105774
Security 132910577
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.41% (6.41% )
Coupon paymentguaranteed
Interest portion p.a.1.32%
Premium portion p.a.5.09%
Coupon date26.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.02.2024
Payment day26.02.2024
First trading day26.02.2024
Last trading day19.02.2025
Final fixing day19.02.2025
Redemption date26.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term87
Issue amount20'000.00

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 -22.65%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.32%
Cash value of fixed income investment upon issue98.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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