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ZKB Barrier Reverse Convertible on worst of
BKW AG/Roche Holding AG/DocMorris AG

ISIN: CH1358038581 Security: 135803858 Symbol: n.a. Life cycle
Secondary market

Bid Price 45.29%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 24.12.2024 10:15:58

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BKW N150.4150.10CHF150.10
(100.00%)
0.20%n.v.n.v6.6622
Roche GS251246.55CHF246.55
(100.00%)
1.77%n.v.n.v4.0560
DocMorris N20.0457.30CHF57.30
(100.00%)
-185.93%Hitn.v17.4520

Reference data

ISIN CH1358038581
Security 135803858
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'108.45

Coupon

Coupon (Coupon p.a.)10.85% (13.19% )
Coupon paymentguaranteed
Interest portion p.a.1.03%
Premium portion p.a.12.17%
Coupon date17.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon5.86%

Life cycle

Issue price100.00%
Initial fixing date10.07.2024
Payment day17.07.2024
First trading day17.07.2024
Last trading day06.05.2025
Final fixing day06.05.2025
Redemption date13.05.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term130
Issue amount50'000.00

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 -65.03%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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