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10.85% ZKB Barrier Reverse Convertible, 25.07.2025 on worst of STLAM IM/BMW GY/MBG GY/VOW3 GY/PAH3 GY
Volkswagen AG/Mercedes-Benz Group AG/Bayerische Motoren Werke AG/Stellantis N.V./Porsche Automobil Holding SE

ISIN: CH1358040967 Security: 135804096 Symbol: n.a. Life cycle
gray-market

Bid Price 98.65%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Volkswagen VA106.65107.625EUR107.63
(100.00%)
-0.91%64.575
(60.00%)
39.45%9.2915
Daimler N64.2564.635EUR64.64
(100.00%)
-0.60%38.781
(60.00%)
39.64%15.4715
BMW A90.9291.45EUR91.45
(100.00%)
-0.58%54.870
(60.00%)
39.65%10.9349
Stellantis N.V.18.80619.176EUR19.18
(100.00%)
-1.97%11.506
(60.00%)
38.82%52.1485
Porsche A Hldg VA42.743.44EUR43.44
(100.00%)
-1.73%26.064
(60.00%)
38.96%23.0203

Reference data

ISIN CH1358040967
Security 135804096
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'108.50

Coupon

Coupon (Coupon p.a.)10.85% (10.85% )
Coupon paymentguaranteed
Interest portion p.a.3.26%
Premium portion p.a.7.59%
Coupon date25.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

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 term359
Issue amount35'000.00

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 -1.93%

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 Return3.26%
Cash value of fixed income investment upon issue96.84%
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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