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10.11% ZKB Barrier Reverse Convertible, 21.07.2025 on worst of SREN SE/ALV GY/CS FP/HELN SE
Helvetia Holding AG/Swiss Re AG/Allianz SE/AXA SA

ISIN: CH1358039308 Security: 135803930 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.78%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 125'000.00

Volume n.a.

Date/time (realtime) 09.08.2024 05:40:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Helvetia Hldg N127.6124.90CHF124.90
(100.00%)
2.12%87.430
(70.00%)
31.48%n.a.
Swiss Re N103.9110.775CHF110.78
(100.00%)
-6.62%77.543
(70.00%)
25.37%n.a.
Allianz N255.9265.35EUR265.35
(100.00%)
-3.69%185.745
(70.00%)
27.42%n.a.
AXA A32.6132.275EUR32.28
(100.00%)
1.03%22.593
(70.00%)
30.72%n.a.

Reference data

ISIN CH1358039308
Security 135803930
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'101.11

Coupon

Coupon (Coupon p.a.)10.11% (10.05% )
Coupon paymentguaranteed
Interest portion p.a.3.30%
Premium portion p.a.6.75%
Coupon date21.10.2024
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 typeCash Settlement
Early redemptionNo
Residual term338
Issue amount125'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -6.21%

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 Return3.30%
Cash value of fixed income investment upon issue96.79%
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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