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6.35% ZKB Barrier Reverse Convertible, 08.07.2025 on worst of NOVN SE/ABBN SE/SRAIL SE/SIKA SE/NESN SE
ABB Ltd/Novartis AG/Sika AG/Stadler Rail AG/Nestlé AG

ISIN: CH1358036478 Security: 135803647 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.45%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 19.07.2024 04:20:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N48.5950.32CHF50.32
(100.00%)
-3.28%34.218
(68.00%)
29.77%993.6407
Novartis N94.5495.99CHF95.99
(100.00%)
-1.35%65.273
(68.00%)
31.08%520.8876
Sika N262.2257.65CHF257.65
(100.00%)
1.55%175.202
(68.00%)
33.05%194.0617
Stadler Rail N26.2525.80CHF25.80
(100.00%)
1.34%17.544
(68.00%)
32.91%1'937.9845
Nestlé N93.9692.24CHF92.24
(100.00%)
2.21%62.723
(68.00%)
33.50%542.0642

Reference data

ISIN CH1358036478
Security 135803647
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00
Barrier level observation at maturity
Maximum repayment 53'179.75

Coupon

Coupon (Coupon p.a.)6.36% (6.36% )
Coupon paymentguaranteed
Interest portion p.a.1.02%
Premium portion p.a.5.34%
Coupon date08.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date01.07.2024
Payment day08.07.2024
First trading day08.07.2024
Last trading day01.07.2025
Final fixing day01.07.2025
Redemption date08.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term346
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue -3.18%

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 Return1.02%
Cash value of fixed income investment upon issue98.99%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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