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3.94% ZKB Barrier Reverse Convertible, 17.01.2025 on worst of AIR FP/TTE FP/REP SQ
Airbus SE/Repsol S.A./TotalEnergies SE

ISIN: CH1358037351 Security: 135803735 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.04%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 70'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:29

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Airbus Group A139.5135.88EUR122.29
(90.00%)
12.34%95.116
(70.00%)
31.82%8.1772
Repsol YPF A11.8814.61EUR13.15
(90.00%)
-10.68%10.227
(70.00%)
13.91%76.0514
Total A57.1865.555EUR59.00
(90.00%)
-3.18%45.889
(70.00%)
19.75%16.9493

Reference data

ISIN CH1358037351
Security 135803735
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'039.42

Coupon

Coupon (Coupon p.a.)3.94% (7.74% )
Coupon paymentguaranteed
Interest portion p.a.3.60%
Premium portion p.a.4.14%
Coupon date17.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon0.86%

Life cycle

Issue price100.00%
Initial fixing date04.07.2024
Payment day15.07.2024
First trading day15.07.2024
Last trading day10.01.2025
Final fixing day10.01.2025
Redemption date17.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term49
Issue amount70'000.00

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 -18.69%

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 Return3.60%
Cash value of fixed income investment upon issue98.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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