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ZKB Reverse Convertible on worst of
ABN AMRO Bank NV/Credit Agricole SA/Deutsche Bank AG

ISIN: CH1329103902 Security: 132910390 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.77%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 14.05.2024 03:20:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABN AMRO Grp A16.67514.1175EUR11.29 (80.00%)32.27%88.5426
Credit Agricole SA15.6912.252EUR9.80 (80.00%)37.53%102.0242
Deutsche Bank N15.9512.006EUR9.60 (80.00%)39.80%104.1146

Reference data

ISIN CH1329103902
Security 132910390
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)8.93% (11.91% )
Coupon paymentguaranteed
Interest portion p.a.3.64%
Premium portion p.a.8.27%
Coupon date21.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.02.2024
Payment day21.02.2024
First trading day21.02.2024
Last trading day14.11.2024
Final fixing day14.11.2024
Redemption date21.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term183
Issue amount60'000.00

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 18.12%

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 Return3.64%
Cash value of fixed income investment upon issue97.36%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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