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14.53% ZKB Barrier Reverse Convertible, 23.07.2026 on worst of BAER SE/BALN SE/ALC SE
Julius Baer Gruppe AG/Baloise-Holding AG/Alcon AG

ISIN: CH1358040827 Security: 135804082 Symbol: n.a. Life cycle
gray-market

Bid Price 99.67%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 18.07.2024 05:20:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N52.151.92CHF51.92
(100.00%)
0.42%31.152
(60.00%)
40.25%19.2604
Bâloise-Hldg N157.4157.40CHF157.40
(100.00%)
0.06%94.440
(60.00%)
40.04%6.3532
Alcon N79.6680.24CHF80.24
(100.00%)
-0.75%48.144
(60.00%)
39.55%12.4626

Reference data

ISIN CH1358040827
Security 135804082
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'145.35

Coupon

Coupon (Coupon p.a.)14.53% (7.27% )
Coupon paymentguaranteed
Interest portion p.a.0.89%
Premium portion p.a.6.38%
Coupon date23.07.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.07.2024
Payment day23.07.2024
First trading day23.07.2024
Last trading day16.07.2026
Final fixing day16.07.2026
Redemption date23.07.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term727
Issue amount200'000.00

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 -0.75%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.89%
Cash value of fixed income investment upon issue98.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.07.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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