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2.48% ZKB Barrier Reverse Convertible, 13.01.2025 on worst of SLHN SE/BALN SE/ZURN SE
Baloise-Holding AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1358037591 Security: 135803759 Symbol: n.a. Life cycle
gray-market

Bid Price 99.75%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 05.07.2024 05:45:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bâloise-Hldg N160.1159.35CHF159.35
(100.00%)
0.47%127.480
(80.00%)
20.37%31.3775
Swiss Life N659.4661.80CHF661.80
(100.00%)
-0.36%529.440
(80.00%)
19.71%7.5552
Zurich Insurance N471471.00CHF471.00
(100.00%)
0.00%376.800
(80.00%)
20.00%10.6157

Reference data

ISIN CH1358037591
Security 135803759
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'124.15

Coupon

Coupon (Coupon p.a.)2.48% (4.87% )
Coupon paymentguaranteed
Interest portion p.a.1.11%
Premium portion p.a.3.77%
Coupon date11.10.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.07.2024
Payment day11.07.2024
First trading day11.07.2024
Last trading day06.01.2025
Final fixing day06.01.2025
Redemption date13.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term182
Issue amount150'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -0.36%

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 Return1.11%
Cash value of fixed income investment upon issue99.44%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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