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9.59% ZKB Barrier Reverse Convertible, 06.10.2025 on worst of SRAIL SE/SDZ SE/ARYN SE
Sandoz Group AG/ARYZTA AG/Stadler Rail AG

ISIN: CH1358036379 Security: 135803637 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.85%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 16.07.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sandoz Group AG34.432.52CHF32.52
(100.00%)
5.47%19.512
(60.00%)
43.28%307.5031
ARYZTA N1.7161.6005CHF1.60
(100.00%)
6.73%0.960
(60.00%)
44.04%6'248.0475
Stadler Rail N2625.60CHF25.60
(100.00%)
1.54%15.360
(60.00%)
40.92%390.625

Reference data

ISIN CH1358036379
Security 135803637
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'959.87

Coupon

Coupon (Coupon p.a.)9.60% (7.66% )
Coupon paymentguaranteed
Interest portion p.a.0.97%
Premium portion p.a.6.70%
Coupon date06.10.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.06.2024
Payment day05.07.2024
First trading day05.07.2024
Last trading day29.09.2025
Final fixing day29.09.2025
Redemption date06.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term438
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue 1.56%

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 issue98.80%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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