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7.73% ZKB Barrier Reverse Convertible, 04.07.2025 on worst of ZURN SE/SLHN SE/HELN SE
Helvetia Holding AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1358035868 Security: 135803586 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.40%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 17.07.2024 11:30:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Helvetia Hldg N127.2120.50CHF120.50
(100.00%)
5.27%84.350
(70.00%)
33.69%n.a.
Swiss Life N667.8658.60CHF658.60
(100.00%)
1.44%461.020
(70.00%)
31.01%n.a.
Zurich Insurance N472.7481.70CHF481.70
(100.00%)
-1.80%337.190
(70.00%)
28.74%n.a.

Reference data

ISIN CH1358035868
Security 135803586
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'077.34

Coupon

Coupon (Coupon p.a.)7.73% (7.73% )
Coupon paymentguaranteed
Interest portion p.a.3.37%
Premium portion p.a.4.36%
Coupon date06.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.06.2024
Payment day04.07.2024
First trading day04.07.2024
Last trading day27.06.2025
Final fixing day27.06.2025
Redemption date04.07.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term344
Issue amount200'000.00

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 -1.76%

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 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 date04.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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