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2.74% ZKB Barrier Reverse Convertible, 16.10.2024 on worst of LONN SE/NOVN SE/ALC SE
Lonza Group AG/Novartis AG/Alcon AG

ISIN: CH1358038540 Security: 135803854 Symbol: n.a. Life cycle
gray-market

Bid Price 99.64%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 09.07.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N504.6505.80CHF505.80
(100.00%)
-0.24%404.640
(80.00%)
19.81%9.8853
Novartis N97.0997.22CHF97.22
(100.00%)
-0.13%77.776
(80.00%)
19.89%51.4297
Alcon N80.1280.31CHF80.31
(100.00%)
-0.24%64.248
(80.00%)
19.81%62.2587

Reference data

ISIN CH1358038540
Security 135803854
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'137.11

Coupon

Coupon (Coupon p.a.)2.74% (10.88% )
Coupon paymentguaranteed
Interest portion p.a.1.18%
Premium portion p.a.9.70%
Coupon date16.09.2024
Day count conventionAct/365 (Englisch), 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 day09.10.2024
Final fixing day09.10.2024
Redemption date16.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term90
Issue amount50'000.00

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 -0.24%

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 Return1.18%
Cash value of fixed income investment upon issue99.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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