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ZKB Autocallable Reverse Convertible on worst of
adidas AG/ING Group NV/Banco Santander SA

ISIN: CH1329109370 Security: 132910937 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.20%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Adidas N224.4188.3599EUR146.53 (77.79%)34.70%34.1238
ING Groep16.05812.5800EUR9.79 (77.79%)39.06%510.9349
Banco Santander N4.73453.8150EUR2.97 (77.79%)37.32%1'684.8129

Reference data

ISIN CH1329109370
Security 132910937
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)ADS + 10.00%
Coupon paymentguaranteed
Interest portion p.a.ADS
Premium portion p.a.10.000%
Coupon date05.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.02.2024
Payment day05.03.2024
First trading day05.03.2024
Last trading day26.02.2025
Final fixing day26.02.2025
Redemption date05.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term289
Issue amount150'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue 19.13%

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 Return3.51%
Cash value of fixed income investment upon issue96.61%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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