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ZKB Reverse Convertible on worst of
Zscaler Inc/CrowdStrike Holdings Inc/Palo Alto Networks Inc

ISIN: CH1329107952 Security: 132910795 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.25%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 16.05.2024 02:53:38

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Zscaler N181.13222.745USD178.20 (80.00%)1.62%28.0590
CrowdStrike Hldg N343.12304.835USD243.87 (80.00%)28.93%20.5029
Palo Alto Networks N312.32269.94USD215.95 (80.00%)30.86%23.1533

Reference data

ISIN CH1329107952
Security 132910795
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)10.71% (21.48% )
Coupon paymentguaranteed
Interest portion p.a.5.41%
Premium portion p.a.16.07%
Coupon date29.05.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.02.2024
Payment day29.02.2024
First trading day29.02.2024
Last trading day22.08.2024
Final fixing day22.08.2024
Redemption date29.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term97
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue -18.68%

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 Return5.41%
Cash value of fixed income investment upon issue97.41%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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