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3.71% ZKB Barrier Reverse Convertible, 27.12.2024 on worst of CA FP/BN FP
Carrefour SA/Danone SA

ISIN: CH1358033236 Security: 135803323 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.83%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:56

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Carrefour A14.4613.515EUR13.52
(100.00%)
6.54%10.812
(80.00%)
25.23%n.a.
DANONE A64.4859.26EUR59.26
(100.00%)
8.10%47.408
(80.00%)
26.48%n.a.

Reference data

ISIN CH1358033236
Security 135803323
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'037.14

Coupon

Coupon (Coupon p.a.)3.71% (7.33% )
Coupon paymentguaranteed
Interest portion p.a.1.26%
Premium portion p.a.6.07%
Coupon date27.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon1.22%

Life cycle

Issue price100.00%
Initial fixing date18.06.2024
Payment day25.06.2024
First trading day25.06.2024
Last trading day18.12.2024
Final fixing day18.12.2024
Redemption date27.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term26
Issue amount10'000.00

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 6.99%

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 Return1.26%
Cash value of fixed income investment upon issue99.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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