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ZKB Barrier Reverse Convertible on worst of
ams-OSRAM AG/OC Oerlikon Corporation AG/Straumann Holding AG

ISIN: CH1358040231 Security: 135804023 Symbol: n.a. Life cycle
Secondary market

Bid Price 51.64%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 15'000.00

Volume n.a.

Date/time (realtime) 20.12.2024 05:45:26

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ams A5.94413.125CHF13.13
(100.00%)
-120.81%Hitn.v76.1905
OC Oerlikon Corp N3.414.928CHF4.93
(100.00%)
-44.52%n.v.n.v202.9221
Straumann Hldg N113.85114.75CHF114.75
(100.00%)
-0.79%n.v.n.v8.7146

Reference data

ISIN CH1358040231
Security 135804023
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'131.91

Coupon

Coupon (Coupon p.a.)13.19% (26.17% )
Coupon paymentguaranteed
Interest portion p.a.1.06%
Premium portion p.a.25.11%
Coupon date23.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon4.43%

Life cycle

Issue price100.00%
Initial fixing date16.07.2024
Payment day23.07.2024
First trading day23.07.2024
Last trading day16.01.2025
Final fixing day16.01.2025
Redemption date23.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term24
Issue amount15'000.00

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 -54.71%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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