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9.50% ZKB Barrier Reverse Convertible, 25.07.2025 on worst of PG UN/CL UN/LIN UW/CVX UN/XOM UN
Colgate-Palmolive Co/Procter & Gamble Co/Linde PLC/Chevron Corporation/Exxon Mobil Corp

ISIN: CH1358040959 Security: 135804095 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.58%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Colgate-Palmolive A94.9299.17USD99.17
(100.00%)
-4.28%61.981
(62.50%)
34.83%10.0837
Procter & Gamble A176.28169.94USD169.94
(100.00%)
3.99%106.213
(62.50%)
40.00%5.8844
Linde N454.78450.30USD450.30
(100.00%)
1.22%281.438
(62.50%)
38.26%2.2207
Chevron162.36161.93USD161.93
(100.00%)
0.02%101.206
(62.50%)
37.51%6.1755
Exxon Mobil A121.79118.40USD118.40
(100.00%)
3.09%74.000
(62.50%)
39.43%8.4459

Reference data

ISIN CH1358040959
Security 135804095
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'095.00

Coupon

Coupon (Coupon p.a.)9.50% (9.50% )
Coupon paymentguaranteed
Interest portion p.a.4.85%
Premium portion p.a.4.65%
Coupon date27.01.2025
Day count convention30/360 (German), modified following
Accrued coupon0.82%

Life cycle

Issue price100.00%
Initial fixing date18.07.2024
Payment day25.07.2024
First trading day25.07.2024
Last trading day18.07.2025
Final fixing day18.07.2025
Redemption date25.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term236
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -4.10%

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 Return4.85%
Cash value of fixed income investment upon issue95.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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