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5.57% ZKB Barrier Reverse Convertible, 12.01.2026 on worst of SMI/SPX/SX5E
EURO STOXX 50/S&P 500®/Swiss Market Index SMI

ISIN: CH1358036486 Security: 135803648 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.36%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EURO STOXX 50® Index4897.444'930.887EUR4'930.89
(100.00%)
-0.68%3'599.548
(73.00%)
26.50%n.a.
S&P 500® Indexn.a.5'466.4591USD5'466.46
(100.00%)
1.26%3'990.515
(73.00%)
27.92%n.a.
SMI® Index12296.7412'031.6749CHF12'031.67
(100.00%)
2.16%8'783.123
(73.00%)
28.57%n.a.

Reference data

ISIN CH1358036486
Security 135803648
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'055.73

Coupon

Coupon (Coupon p.a.)5.57% (3.69% )
Coupon paymentguaranteed
Interest portion p.a.0.96%
Premium portion p.a.2.73%
Coupon date12.01.2026
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 day05.01.2026
Final fixing day05.01.2026
Redemption date12.01.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term531
Issue amount300'000.00

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 -0.68%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.96%
Cash value of fixed income investment upon issue98.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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