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12.08% ZKB Barrier Reverse Convertible, 07.01.2026 on worst of HOLN SE/EMSN SE/GEBN SE
EMS-CHEMIE HOLDING AG/Geberit AG/Holcim Ltd

ISIN: CH1358035447 Security: 135803544 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.82%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 11.07.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EMS-CHEM HLDG N771.5743.00CHF743.00
(100.00%)
3.69%527.530
(71.00%)
31.62%1.3459
Geberit N552.6542.20CHF542.20
(100.00%)
1.88%384.962
(71.00%)
30.34%1.8443
Holcim N82.4278.22CHF78.22
(100.00%)
5.10%55.536
(71.00%)
32.62%12.7845

Reference data

ISIN CH1358035447
Security 135803544
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.89

Coupon

Coupon (Coupon p.a.)12.09% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.0.97%
Premium portion p.a.7.03%
Coupon date07.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.06.2024
Payment day03.07.2024
First trading day03.07.2024
Last trading day29.12.2025
Final fixing day29.12.2025
Redemption date07.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term535
Issue amount10'000.00

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 1.92%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.97%
Cash value of fixed income investment upon issue98.55%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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