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ZKB Barrier Reverse Convertible on worst of
Repsol S.A./TotalEnergies SE

ISIN: CH1358036510 Security: 135803651 Symbol: n.a. Life cycle
Secondary market

Bid Price 88.40%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:56

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Repsol YPF A11.8814.8625EUR13.67
(92.00%)
-15.10%Hitn.v73.1342
Total A57.1863.365EUR58.30
(92.00%)
-1.95%n.v.n.v17.1539

Reference data

ISIN CH1358036510
Security 135803651
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'038.09

Coupon

Coupon (Coupon p.a.)3.81% (7.28% )
Coupon paymentguaranteed
Interest portion p.a.3.61%
Premium portion p.a.3.67%
Coupon date16.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon0.93%

Life cycle

Issue price100.00%
Initial fixing date01.07.2024
Payment day09.07.2024
First trading day09.07.2024
Last trading day09.01.2025
Final fixing day09.01.2025
Redemption date16.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term48
Issue amount50'000.00

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 -20.07%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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