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1.10% ZKB Barrier Reverse Convertible, 30.09.2024 on worst of NESN SE/ROG SE/SCMN SE/ZURN SE
Nestlé AG/Roche Holding AG/Swisscom AG/Zurich Insurance Group AG

ISIN: CH1358034606 Security: 135803460 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.58%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 11.07.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.6694.21CHF94.21
(100.00%)
-0.59%75.368
(80.00%)
19.53%212.2917
Roche GS252.1251.25CHF251.25
(100.00%)
0.34%201.000
(80.00%)
20.27%79.6020
Swisscom N525.5500.75CHF500.75
(100.00%)
4.71%400.600
(80.00%)
23.77%39.9401
Zurich Insurance N481481.60CHF481.60
(100.00%)
-0.12%385.280
(80.00%)
19.90%41.5282

Reference data

ISIN CH1358034606
Security 135803460
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 20'220.70

Coupon

Coupon (Coupon p.a.)1.10% (4.32% )
Coupon paymentguaranteed
Interest portion p.a.1.21%
Premium portion p.a.3.11%
Coupon date30.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.06.2024
Payment day28.06.2024
First trading day28.06.2024
Last trading day23.09.2024
Final fixing day23.09.2024
Redemption date30.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term72
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -0.58%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.21%
Cash value of fixed income investment upon issue99.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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