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8.79% ZKB Barrier Reverse Convertible, 24.04.2025 on worst of ABN NA/INGA NA/CBK GY
ABN AMRO Bank NV/Commerzbank AG/ING Group NV

ISIN: CH1358040546 Security: 135804054 Symbol: n.a. Life cycle
gray-market

Bid Price 99.87%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 17.07.2024 05:35:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABN AMRO Grp A15.97515.885EUR15.89
(100.00%)
0.56%10.166
(64.00%)
36.36%62.9525
Commerzbank A14.9314.905EUR14.91
(100.00%)
0.17%9.539
(64.00%)
36.11%67.0916
ING Groep16.9716.838EUR16.84
(100.00%)
0.78%10.776
(64.00%)
36.50%59.3895

Reference data

ISIN CH1358040546
Security 135804054
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.99

Coupon

Coupon (Coupon p.a.)8.80% (11.72% )
Coupon paymentguaranteed
Interest portion p.a.3.40%
Premium portion p.a.8.32%
Coupon date24.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.07.2024
Payment day24.07.2024
First trading day24.07.2024
Last trading day15.04.2025
Final fixing day15.04.2025
Redemption date24.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term271
Issue amount150'000.00

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 0.17%

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 Return3.40%
Cash value of fixed income investment upon issue97.52%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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