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ZKB Reverse Convertible on worst of
BASF SE/Deutsche Telekom AG/Knorr-Bremse AG

ISIN: CH1329133008 Security: 132913300 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.21%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:49

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BASF N42.1148.91EUR44.02 (90.00%)-4.53%22.7175
Deutsche Telekom N28.9621.945EUR19.75 (90.00%)31.80%50.6316
Knorr-Bremse A72.574.525EUR67.07 (90.00%)7.49%14.9092

Reference data

ISIN CH1329133008
Security 132913300
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.02% (9.24% )
Coupon paymentguaranteed
Interest portion p.a.3.65%
Premium portion p.a.5.59%
Coupon date10.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.05.2024
Payment day17.05.2024
First trading day17.05.2024
Last trading day03.01.2025
Final fixing day03.01.2025
Redemption date10.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term42
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 -13.90%

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 Return3.65%
Cash value of fixed income investment upon issue97.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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