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10.05% ZKB Barrier Reverse Convertible, 24.03.2025 on worst of YPSN SE/DOCM SE
Ypsomed Holding AG/DocMorris AG

ISIN: CH1358040116 Security: 135804011 Symbol: n.a. Life cycle
gray-market

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Ypsomed Hldg N426422.25CHF422.25
(100.00%)
n.a.211.125
(50.00%)
n.a.2.3683
DocMorris N47.4647.73CHF47.73
(100.00%)
n.a.23.865
(50.00%)
n.a.20.9512

Reference data

ISIN CH1358040116
Security 135804011
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.56

Coupon

Coupon (Coupon p.a.)10.06% (15.02% )
Coupon paymentguaranteed
Interest portion p.a.1.02%
Premium portion p.a.14.00%
Coupon date24.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.07.2024
Payment day23.07.2024
First trading day23.07.2024
Last trading day17.03.2025
Final fixing day17.03.2025
Redemption date24.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term243
Issue amount150'000.00

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

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 Return1.02%
Cash value of fixed income investment upon issue99.32%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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