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ZKB Reverse Convertible on worst of
Moët Hennessy Louis Vuitton SE/Occidental Petroleum Corp/Microsoft Corp

ISIN: CH1329110840 Security: 132911084 Symbol: n.a. Life cycle
Secondary market

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
LVMH A783.2842.80EUR674.24 (80.00%)20.34%n.a.
Occidental Petr A63.4160.61USD48.49 (80.00%)20.98%n.a.
Microsoft N420.21413.64USD330.91 (80.00%)20.34%n.a.

Reference data

ISIN CH1329110840
Security 132911084
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)7.50% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.30%
Premium portion p.a.6.20%
Coupon date07.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.02.2024
Payment day07.03.2024
First trading day07.03.2024
Last trading day28.02.2025
Final fixing day28.02.2025
Redemption date07.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term285
Issue amount550'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue 0.42%

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 Return1.30%
Cash value of fixed income investment upon issue98.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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