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10.95% ZKB Barrier Reverse Convertible, 21.07.2025 on worst of OERL SE/LOGN SE/VACN SE
VAT Group AG/OC Oerlikon Corporation AG/Logitech International SA

ISIN: CH1358039233 Security: 135803923 Symbol: n.a. Life cycle
gray-market

Bid Price 98.47%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 17.07.2024 04:25:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
VAT Group N498.4510.40CHF510.40
(100.00%)
-0.75%357.280
(70.00%)
29.47%39.1850
OC Oerlikon Corp N4.9824.989CHF4.99
(100.00%)
-0.34%3.492
(70.00%)
29.76%4'008.8194
Logitech Intl N80.2481.58CHF81.58
(100.00%)
-2.05%57.106
(70.00%)
28.56%245.1581

Reference data

ISIN CH1358039233
Security 135803923
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation at maturity
Maximum repayment 22'190.16

Coupon

Coupon (Coupon p.a.)10.95% (10.89% )
Coupon paymentguaranteed
Interest portion p.a.0.97%
Premium portion p.a.9.92%
Coupon date21.07.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.07.2024
Payment day19.07.2024
First trading day19.07.2024
Last trading day14.07.2025
Final fixing day14.07.2025
Redemption date21.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term361
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -2.01%

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 Return0.97%
Cash value of fixed income investment upon issue99.03%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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