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7.41% ZKB Barrier Reverse Convertible, 23.06.2025 on worst of NKE UN/EL UN
Nike Inc/Estee Lauder Companies Inc

ISIN: CH1358032188 Security: 135803218 Symbol: n.a. Life cycle
Secondary market

Bid Price 70.07%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:46

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nike A -B-75.193.895USD93.90
(100.00%)
-25.73%46.948
(50.00%)
37.14%n.a.
Estee Lauder A66.84113.96USD113.96
(100.00%)
-71.29%56.980
(50.00%)
14.35%n.a.

Reference data

ISIN CH1358032188
Security 135803218
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'074.17

Coupon

Coupon (Coupon p.a.)7.42% (7.38% )
Coupon paymentguaranteed
Interest portion p.a.3.37%
Premium portion p.a.4.00%
Coupon date23.12.2024
Day count convention30/360 (German), modified following
Accrued coupon1.27%

Life cycle

Issue price100.00%
Initial fixing date14.06.2024
Payment day21.06.2024
First trading day21.06.2024
Last trading day16.06.2025
Final fixing day16.06.2025
Redemption date23.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term206
Issue amount50'000.00

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 -41.62%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.37%
Cash value of fixed income investment upon issue96.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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