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ZKB Autocallable Reverse Convertible on worst of
Dassault Systemes SA/SAP SE/Infineon Technologies AG

ISIN: CH1329129311 Security: 132912931 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.29%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:28

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Dassault Systemes A32.1739.08EUR27.36 (70.00%)14.96%36.5551
SAP A224.7176.00EUR123.20 (70.00%)45.17%8.1169
Infineon Technolog N29.06531.62EUR22.13 (70.00%)23.85%45.1794

Reference data

ISIN CH1329129311
Security 132912931
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)DSY + 7.84%
Coupon paymentguaranteed
Interest portion p.a.DSY
Premium portion p.a.7.843%
Coupon date29.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.04.2024
Payment day29.04.2024
First trading day29.04.2024
Last trading day22.04.2025
Final fixing day22.04.2025
Redemption date29.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term151
Issue amount50'000.00

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 -17.68%

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 Return3.50%
Cash value of fixed income investment upon issue96.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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