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ZKB Callable Barrier Reverse Convertible on worst of
Helvetia Holding AG/Baloise-Holding AG/Zurich Insurance Group AG/Swiss Re AG

ISIN: CH1358035314 Security: 135803531 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Helvetia Hldg N145.4122.10CHF122.10
(100.00%)
16.77%103.785
(85.00%)
29.25%8.1900
Bâloise-Hldg N161.6157.75CHF157.75
(100.00%)
8.71%134.088
(85.00%)
22.40%6.3391
Zurich Insurance N547.4487.10CHF487.10
(100.00%)
4.71%414.035
(85.00%)
19.01%2.0530
Swiss Re N129.55112.725CHF112.73
(100.00%)
3.20%95.816
(85.00%)
17.72%8.8711

Reference data

ISIN CH1358035314
Security 135803531
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'056.42

Coupon

Coupon (Coupon p.a.)5.64% (10.98% )
Coupon paymentguaranteed
Interest portion p.a.1.12%
Premium portion p.a.9.86%
Coupon date07.01.2025
Day count convention30/360 (German), modified following
Accrued coupon2.81%

Life cycle

Issue price100.00%
Initial fixing date25.06.2024
Payment day02.07.2024
First trading day02.07.2024
Last trading day27.12.2024
Final fixing day27.12.2024
Redemption date07.01.2025
Redemption typephysical delivery or cash settlement
Early redemption30.09.2024
Residual term8
Issue amount30'000.00

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 3.30%

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 Return1.12%
Cash value of fixed income investment upon issue99.43%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date30.09.2024
Redemption amount1'000.00

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