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9.60% ZKB Barrier Reverse Convertible, 26.01.2026 on worst of SIKA SE/GEBN SE/HOLN SE
Geberit AG/Holcim Ltd/Sika AG

ISIN: CH1358041007 Security: 135804100 Symbol: n.a. Life cycle
gray-market

Bid Price 99.60%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 80'000.00

Volume n.a.

Date/time (realtime) 19.07.2024 02:10:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit N558.6559.30CHF559.30
(100.00%)
0.02%335.580
(60.00%)
40.01%8.9397
Holcim N82.9482.49CHF82.49
(100.00%)
0.54%49.494
(60.00%)
40.33%60.6134
Sika N262.4263.20CHF263.20
(100.00%)
-0.46%157.920
(60.00%)
39.73%18.9970

Reference data

ISIN CH1358041007
Security 135804100
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'480.38

Coupon

Coupon (Coupon p.a.)9.61% (6.41% )
Coupon paymentguaranteed
Interest portion p.a.0.90%
Premium portion p.a.5.50%
Coupon date26.01.2026
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.07.2024
Payment day26.07.2024
First trading day26.07.2024
Last trading day19.01.2026
Final fixing day19.01.2026
Redemption date26.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term548
Issue amount80'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -0.46%

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 Return0.90%
Cash value of fixed income investment upon issue98.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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