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12.01% p.a. ZKB Callable Reverse Convertible, 05.06.2025 on worst of SIGN SE/FHZN SE/VACN SE/ADEN SE
SIG Combibloc Group AG/Flughafen Zuerich AG/VAT Group AG/Adecco Group AG

ISIN: CH1329137447 Security: 132913744 Symbol: n.a. Life cycle
Secondary market

Bid Price 75.85%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 27'000.00

Volume n.a.

Date/time (realtime) 08.11.2024 05:41:06

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
SIG Combibloc Grp N18.4819.23CHF17.31 (90.00%)6.35%57.7801
Flughafen Zürich N198.9191.70CHF172.53 (90.00%)13.26%5.7961
VAT Group N360.5487.35CHF438.62 (90.00%)-21.67%2.2799
Adecco N24.835.56CHF32.00 (90.00%)-29.05%31.2461

Reference data

ISIN CH1329137447
Security 132913744
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)12.05% (12.01% )
Coupon paymentguaranteed
Interest portion p.a.1.26%
Premium portion p.a.10.75%
Coupon date04.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.05.2024
Payment day04.06.2024
First trading day04.06.2024
Last trading day28.05.2025
Final fixing day28.05.2025
Redemption date05.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term198
Issue amount27'000.00

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 -30.26%

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 Return1.26%
Cash value of fixed income investment upon issue98.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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