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5.16% ZKB Barrier Reverse Convertible, 16.07.2025 on worst of ROG SE/GEBN SE/NESN SE
Nestlé AG/Roche Holding AG/Geberit AG

ISIN: CH1358038524 Security: 135803852 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.93%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 05:35:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N89.2892.85CHF92.85
(100.00%)
-4.00%60.353
(65.00%)
32.40%10.7701
Roche GS274.2244.40CHF244.40
(100.00%)
10.87%158.860
(65.00%)
42.06%4.0917
Geberit N526.8535.50CHF535.50
(100.00%)
-1.65%348.075
(65.00%)
33.93%1.8674

Reference data

ISIN CH1358038524
Security 135803852
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'051.65

Coupon

Coupon (Coupon p.a.)5.17% (5.17% )
Coupon paymentguaranteed
Interest portion p.a.1.01%
Premium portion p.a.4.15%
Coupon date16.07.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.07.2024
Payment day16.07.2024
First trading day16.07.2024
Last trading day09.07.2025
Final fixing day09.07.2025
Redemption date16.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term335
Issue amount200'000.00

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 -3.84%

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 Return1.01%
Cash value of fixed income investment upon issue99.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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