Inhaltsseite: Home

ZKB Reverse Convertible on worst of
Julius Baer Gruppe AG/Baloise-Holding AG/Helvetia Holding AG

ISIN: CH1329134170 Security: 132913417 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.58%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 18.06.2024 01:46:58

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Julius Baer Grp N51.7854.47CHF47.35 (86.93%)8.55%21.1185
Bâloise-Hldg N158.1146.55CHF127.40 (86.93%)19.42%7.8494
Helvetia Hldg N121.7125.95CHF109.49 (86.93%)10.11%9.1332

Reference data

ISIN CH1329134170
Security 132913417
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)7.36% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.20%
Premium portion p.a.6.30%
Coupon date22.11.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date15.05.2024
Payment day22.05.2024
First trading day22.05.2024
Last trading day08.05.2025
Final fixing day08.05.2025
Redemption date15.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term323
Issue amount100'000.00

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 -4.94%

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 Return1.20%
Cash value of fixed income investment upon issue98.84%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading