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9.10% ZKB Barrier Reverse Convertible, 04.07.2025 on worst of ROG SE/LONN SE/EMSN SE/CLN SE
Lonza Group AG/Roche Holding AG/Clariant AG/EMS-CHEMIE HOLDING AG

ISIN: CH1358035918 Security: 135803591 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.73%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 70'000.00

Volume n.a.

Date/time (realtime) 17.07.2024 02:20:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N511484.25CHF484.25
(100.00%)
5.23%314.763
(65.00%)
38.40%2.0650
Roche GS275.5250.95CHF250.95
(100.00%)
8.88%163.118
(65.00%)
40.77%3.9849
Clariant N14.5114.10CHF14.10
(100.00%)
2.49%9.165
(65.00%)
36.62%70.9220
EMS-CHEM HLDG N715739.00CHF739.00
(100.00%)
-3.36%480.350
(65.00%)
32.82%1.3532

Reference data

ISIN CH1358035918
Security 135803591
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'091.00

Coupon

Coupon (Coupon p.a.)9.10% (9.10% )
Coupon paymentguaranteed
Interest portion p.a.1.03%
Premium portion p.a.8.07%
Coupon date04.07.2025
Day count convention30/360 (German), 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 typephysical delivery or cash settlement
Early redemptionNo
Residual term344
Issue amount70'000.00

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 -3.25%

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 Return1.03%
Cash value of fixed income investment upon issue98.98%
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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