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ZKB Callable Reverse Convertible Defensive on worst of
Cie Fin Richemont N/Nestlé N/Zurich Insurance N

ISIN: CH1329132075 Security: 132913207 Symbol: Z24ATZ Life cycle
Secondary market

Bid Price 99.09%

Ask Price 99.79%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Cie Fin Richemont N117.65131.90CHF79.14 (60.00%)32.73%12.6358
Nestlé N75.9691.38CHF54.83 (60.00%)27.82%18.2389
Zurich Insurance N547.6445.60CHF267.36 (60.00%)51.18%3.7403

Reference data

ISIN CH1329132075
Security 132913207
Symbol Z24ATZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.38% (4.25% )
Coupon paymentguaranteed
Interest portion p.a.1.15%
Premium portion p.a.3.10%
Coupon date14.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.05.2024
Payment day13.05.2024
First trading day13.05.2024
Last trading day06.11.2025
Final fixing day06.11.2025
Redemption date13.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term349
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -16.87%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.15%
Cash value of fixed income investment upon issue98.30%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date13.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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