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6.66% ZKB Barrier Reverse Convertible, 18.07.2025 on worst of CFR SE/HOLN SE/LISP SE
Compagnie Financière Richemont SA/Chocoladefabriken Lindt & Spruengli AG/Holcim Ltd

ISIN: CH1358038805 Security: 135803880 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.44%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 23.07.2024 04:10:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Cie Fin Richemont N135.4141.75CHF141.75
(100.00%)
-4.38%89.303
(63.00%)
34.24%352.7337
Lindt & Sprüngli...1096010'665.00CHF10'665.00
(100.00%)
2.78%6'718.950
(63.00%)
38.75%4.6882
Holcim N85.2682.07CHF82.07
(100.00%)
3.70%51.704
(63.00%)
39.33%609.2360

Reference data

ISIN CH1358038805
Security 135803880
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00
Barrier level observation continuous
Maximum repayment 53'334.10

Coupon

Coupon (Coupon p.a.)6.67% (6.67% )
Coupon paymentguaranteed
Interest portion p.a.1.00%
Premium portion p.a.5.66%
Coupon date20.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.07.2024
Payment day18.07.2024
First trading day18.07.2024
Last trading day11.07.2025
Final fixing day11.07.2025
Redemption date18.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term352
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue -4.20%

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

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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