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5.25% ZKB Reverse Convertible, 06.12.2024 on worst of BAYN GY/PFE UN/ROG SE
Bayer AG/Pfizer Inc/Roche Holding AG

ISIN: CH1329138924 Security: 132913892 Symbol: n.a. Life cycle
Secondary market

Bid Price 84.27%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:56

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bayer N19.51827.8925EUR23.71 (85.00%)-21.47%n.a.
Pfizer Inc25.04528.2177USD23.99 (85.00%)3.64%n.a.
Roche GS251.1228.95CHF194.61 (85.00%)22.50%n.a.

Reference data

ISIN CH1329138924
Security 132913892
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.26% (10.57% )
Coupon paymentguaranteed
Interest portion p.a.3.69%
Premium portion p.a.6.88%
Coupon date06.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.05.2024
Payment day07.06.2024
First trading day07.06.2024
Last trading day29.11.2024
Final fixing day29.11.2024
Redemption date06.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term7
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 -30.02%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.69%
Cash value of fixed income investment upon issue98.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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