Inhaltsseite: Home

7.60% ZKB Barrier Reverse Convertible, 21.01.2025 on worst of EZJ LN/AF FP/LHA GY
AIR France - KLM/easyJet PLC/Deutsche Lufthansa AG

ISIN: CH1358038755 Security: 135803875 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.77%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:55

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
AIR France - KLM A7.4048.337EUR8.34
(100.00%)
-12.60%5.002
(60.00%)
32.44%n.a.
easyJet A5.124.8095GBP4.81
(100.00%)
6.03%2.886
(60.00%)
43.62%n.a.
Dt Lufthansa N6.1085.867EUR5.87
(100.00%)
3.95%3.520
(60.00%)
42.37%n.a.

Reference data

ISIN CH1358038755
Security 135803875
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'076.07

Coupon

Coupon (Coupon p.a.)7.61% (14.85% )
Coupon paymentguaranteed
Interest portion p.a.5.33%
Premium portion p.a.9.51%
Coupon date21.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon1.53%

Life cycle

Issue price100.00%
Initial fixing date11.07.2024
Payment day18.07.2024
First trading day18.07.2024
Last trading day13.01.2025
Final fixing day13.01.2025
Redemption date21.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term52
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -11.19%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.33%
Cash value of fixed income investment upon issue97.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading