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2.00% ZKB Reverse Convertible, 05.12.2024 on worst of HOLN SE/SCMN SE/ROG SE
Roche Holding AG/Swisscom AG/Holcim Ltd

ISIN: CH1329138023 Security: 132913802 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.57%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 03.07.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Roche GS246230.45CHF190.82 (82.80%)22.43%26.2030
Swisscom N509492.30CHF407.63 (82.80%)19.91%12.2659
Holcim N79.7879.30CHF65.66 (82.80%)17.70%76.1474

Reference data

ISIN CH1329138023
Security 132913802
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)2.01% (4.00% )
Coupon paymentguaranteed
Interest portion p.a.1.32%
Premium portion p.a.2.68%
Coupon date05.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.05.2024
Payment day05.06.2024
First trading day05.06.2024
Last trading day28.11.2024
Final fixing day28.11.2024
Redemption date05.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term146
Issue amount300'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 0.61%

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 Return1.32%
Cash value of fixed income investment upon issue99.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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