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3.73% ZKB Reverse Convertible, 19.12.2024 on worst of GLE FP/ACA FP/BNP FP
BNP Paribas SA/Credit Agricole SA/Société Générale SA

ISIN: CH1329142777 Security: 132914277 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.88%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 26.06.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BNP Paribas A60.2561.885EUR52.60 (85.00%)12.69%19.0106
Credit Agricole SA12.9813.8525EUR11.77 (85.00%)9.29%84.9286
Societe Generale A22.22523.40EUR19.89 (85.00%)10.51%50.2765

Reference data

ISIN CH1329142777
Security 132914277
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)3.74% (7.46% )
Coupon paymentguaranteed
Interest portion p.a.3.67%
Premium portion p.a.3.79%
Coupon date19.09.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.06.2024
Payment day19.06.2024
First trading day19.06.2024
Last trading day12.12.2024
Final fixing day12.12.2024
Redemption date19.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term168
Issue amount200'000.00

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 -6.30%

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 Return3.67%
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 date19.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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