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7.00% ZKB Barrier Reverse Convertible, 01.07.2025 on worst of BAER SE/VONN SE/EFGN SE
Julius Baer Gruppe AG/EFG International AG/Vontobel Holding AG

ISIN: CH1358034895 Security: 135803489 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.10%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N47.2451.06CHF51.06
(100.00%)
-8.20%30.695
(60.12%)
34.95%19.5848
EFG International N12.0613.11CHF13.11
(100.00%)
-8.71%7.881
(60.12%)
34.65%76.2777
Vontobel Holding N56.255.10CHF55.10
(100.00%)
2.13%33.124
(60.12%)
41.17%18.1488

Reference data

ISIN CH1358034895
Security 135803489
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'070.00

Coupon

Coupon (Coupon p.a.)7.00% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.1.05%
Premium portion p.a.5.95%
Coupon date03.01.2025
Day count conventionAct/365 (Englisch), 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 typeCash Settlement
Early redemptionNo
Residual term325
Issue amount100'000.00

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 -8.01%

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 Return1.05%
Cash value of fixed income investment upon issue98.96%
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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