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6.00% p.a. ZKB Autocallable Reverse Convertible, 17.12.2025 on worst of BARN SE/LISP SE/SCMN SE
Barry Callebaut AG/Chocoladefabriken Lindt & Spruengli AG/Swisscom AG

ISIN: CH1329142009 Security: 132914200 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.77%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 29.07.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Barry Callebaut N14071'548.00CHF1'298.00 (83.85%)7.75%15.4083
Lindt & Sprüngli...1092010'600.00CHF8'888.10 (83.85%)18.61%2.2502
Swisscom N536502.00CHF420.93 (83.85%)21.47%47.5142

Reference data

ISIN CH1329142009
Security 132914200
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00

Coupon

Coupon (Coupon p.a.)BARN + 6.00%
Coupon paymentguaranteed
Interest portion p.a.BARN
Premium portion p.a.6.000%
Coupon date17.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.06.2024
Payment day17.06.2024
First trading day17.06.2024
Last trading day10.12.2025
Final fixing day10.12.2025
Redemption date17.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term497
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -9.11%

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 issue98.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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