Inhaltsseite: Home

10.16% ZKB Barrier Reverse Convertible, 24.03.2025 on worst of RWE GY/DHL GY/SRT3 GY
RWE AG/Sartorius AG/Deutsche Post AG

ISIN: CH1358032824 Security: 135803282 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.01%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 180'000.00

Volume n.a.

Date/time (realtime) 05.07.2024 05:45:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
RWE AG33.632.99EUR32.99
(100.00%)
1.82%19.464
(59.00%)
42.07%n.a.
Sartorius VA230.6241.30EUR241.30
(100.00%)
-4.64%142.367
(59.00%)
38.26%n.a.
Deutsche Post N40.1237.72EUR37.72
(100.00%)
5.98%22.255
(59.00%)
44.53%n.a.

Reference data

ISIN CH1358032824
Security 135803282
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'101.68

Coupon

Coupon (Coupon p.a.)10.17% (13.60% )
Coupon paymentguaranteed
Interest portion p.a.1.21%
Premium portion p.a.12.38%
Coupon date24.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.06.2024
Payment day24.06.2024
First trading day24.06.2024
Last trading day17.03.2025
Final fixing day17.03.2025
Redemption date24.03.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term252
Issue amount180'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -4.43%

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 Return1.21%
Cash value of fixed income investment upon issue99.10%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading