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3.80% ZKB Barrier Reverse Convertible, 16.01.2025 on worst of REP SQ/TTE FP
Repsol S.A./TotalEnergies SE

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

Bid Price 95.95%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 25.07.2024 05:45:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Repsol YPF A13.15514.8625EUR13.67
(92.00%)
-3.94%11.296
(76.00%)
14.14%73.1342
Total A61.9763.365EUR58.30
(92.00%)
5.93%48.157
(76.00%)
22.29%17.1539

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 date09.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

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 term166
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 -11.49%

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 Return3.61%
Cash value of fixed income investment upon issue98.16%
Cash value of fixed income investment upon redemption100.00%

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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