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11.83% ZKB Barrier Reverse Convertible, 27.06.2025 on worst of COTN SE/SREN SE/RHM GY
Comet Holding AG/Swiss Re AG/Rheinmetall AG

ISIN: CH1358034085 Security: 135803408 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.27%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 05.07.2024 05:40:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Comet Holding376377.25CHF339.53
(90.00%)
9.70%245.213
(65.00%)
34.78%n.a.
Swiss Re N107.4113.075CHF101.77
(90.00%)
5.24%73.499
(65.00%)
31.57%n.a.
Rheinmetall A490.6488.20EUR439.38
(90.00%)
10.44%317.330
(65.00%)
35.32%n.a.

Reference data

ISIN CH1358034085
Security 135803408
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'591.87

Coupon

Coupon (Coupon p.a.)11.84% (11.84% )
Coupon paymentguaranteed
Interest portion p.a.1.10%
Premium portion p.a.10.73%
Coupon date27.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.06.2024
Payment day27.06.2024
First trading day27.06.2024
Last trading day20.06.2025
Final fixing day20.06.2025
Redemption date27.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term347
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -5.02%

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 Return1.10%
Cash value of fixed income investment upon issue98.91%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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