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ZKB Reverse Convertible on worst of
Snowflake Inc/Marvell Technology Inc/Taiwan Semiconductor Manufacturing Co Ltd

ISIN: CH1329118645 Security: 132911864 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.63%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:50

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Snowflake N -A-172.005161.395USD104.91 (65.00%)38.11%9.5323
Marvell Tech N93.2765.235USD42.40 (65.00%)53.93%23.5833
Taiwan Semi ADR191.39135.56USD88.11 (65.00%)53.61%11.3489

Reference data

ISIN CH1329118645
Security 132911864
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)12.74% (12.74% )
Coupon paymentguaranteed
Interest portion p.a.5.12%
Premium portion p.a.7.62%
Coupon date27.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.03.2024
Payment day27.03.2024
First trading day27.03.2024
Last trading day20.03.2025
Final fixing day20.03.2025
Redemption date27.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term118
Issue amount375'000.00

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 5.03%

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 Return5.12%
Cash value of fixed income investment upon issue95.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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