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14.23% ZKB Barrier Reverse Convertible, 30.06.2025 on worst of ABN NA/INGA NA/SAN SQ
ABN AMRO Bank NV/ING Group NV/Banco Santander SA

ISIN: CH1358034721 Security: 135803472 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.54%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 400'000.00

Volume n.a.

Date/time (realtime) 30.07.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABN AMRO Grp A16.31515.37EUR15.37
(100.00%)
5.79%9.222
(60.00%)
43.48%n.a.
ING Groep16.83215.466EUR15.47
(100.00%)
8.12%9.280
(60.00%)
44.87%n.a.
Banco Santander N4.5124.3003EUR4.30
(100.00%)
4.69%2.580
(60.00%)
42.81%n.a.

Reference data

ISIN CH1358034721
Security 135803472
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'142.33

Coupon

Coupon (Coupon p.a.)14.23% (14.16% )
Coupon paymentguaranteed
Interest portion p.a.5.09%
Premium portion p.a.9.06%
Coupon date30.12.2024
Day count conventionAct/365 (Englisch), 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 day23.06.2025
Final fixing day23.06.2025
Redemption date30.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term327
Issue amount400'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 4.92%

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 Return5.09%
Cash value of fixed income investment upon issue95.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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