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8.51% ZKB Barrier Reverse Convertible, 30.06.2025 on worst of VACN SE/STMN SE
Straumann Holding AG/VAT Group AG

ISIN: CH1358035199 Security: 135803519 Symbol: n.a. Life cycle
Secondary market

Bid Price 87.08%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 18.10.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Straumann Hldg N130.6108.825CHF108.83
(100.00%)
16.67%70.736
(65.00%)
45.84%45.9453
VAT Group N374.3496.05CHF496.05
(100.00%)
-32.53%322.433
(65.00%)
13.86%10.0796

Reference data

ISIN CH1358035199
Security 135803519
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'425.99

Coupon

Coupon (Coupon p.a.)8.52% (8.47% )
Coupon paymentguaranteed
Interest portion p.a.1.04%
Premium portion p.a.7.43%
Coupon date30.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued coupon2.71%

Life cycle

Issue price100.00%
Initial fixing date25.06.2024
Payment day28.06.2024
First trading day28.06.2024
Last trading day23.06.2025
Final fixing day23.06.2025
Redemption date30.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term246
Issue amount100'000.00

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 -24.54%

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 Return1.04%
Cash value of fixed income investment upon issue98.97%
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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