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7.80% ZKB Barrier Reverse Convertible, 01.07.2025 on worst of DHL GY/SIE GY/BAS GY
BASF SE/Deutsche Post AG/Siemens AG

ISIN: CH1358034853 Security: 135803485 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.68%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 325'000.00

Volume n.a.

Date/time (realtime) 02.08.2024 02:30:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BASF N42.20545.8225EUR45.82
(100.00%)
-8.69%29.785
(65.00%)
29.35%21.8233
Deutsche Post N37.4738.06EUR38.06
(100.00%)
-1.25%24.739
(65.00%)
34.19%26.2743
Siemens N159.94169.90EUR169.90
(100.00%)
-6.13%110.435
(65.00%)
31.01%5.8858

Reference data

ISIN CH1358034853
Security 135803485
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'078.04

Coupon

Coupon (Coupon p.a.)7.80% (7.80% )
Coupon paymentguaranteed
Interest portion p.a.3.37%
Premium portion p.a.4.43%
Coupon date01.07.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.06.2024
Payment day01.07.2024
First trading day01.07.2024
Last trading day24.06.2025
Final fixing day24.06.2025
Redemption date01.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term325
Issue amount325'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -7.99%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.37%
Cash value of fixed income investment upon issue96.74%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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