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8.05% ZKB Barrier Reverse Convertible, 05.08.2025 on worst of GF SE/UBSG SE/AUTN SE/YPSN SE
Autoneum Holding AG/Ypsomed Holding AG/UBS Group AG/Georg Fischer AG

ISIN: CH1358042989 Security: 135804298 Symbol: n.a. Life cycle
Secondary market

Bid Price 86.55%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 80'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:33

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Autoneum Holding N101.4139.50CHF139.50
(100.00%)
-37.57%83.700
(60.00%)
17.46%7.1685
Ypsomed Hldg N348403.50CHF403.50
(100.00%)
-15.95%242.100
(60.00%)
30.43%2.4783
UBS Group AG28.1426.645CHF26.65
(100.00%)
5.31%15.987
(60.00%)
43.19%37.5305
Georg Fischer N64.763.675CHF63.68
(100.00%)
1.58%38.205
(60.00%)
40.95%15.7048

Reference data

ISIN CH1358042989
Security 135804298
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.52

Coupon

Coupon (Coupon p.a.)8.05% (8.05% )
Coupon paymentguaranteed
Interest portion p.a.0.89%
Premium portion p.a.7.16%
Coupon date05.08.2025
Day count convention30/360 (German), modified following
Accrued coupon2.48%

Life cycle

Issue price100.00%
Initial fixing date26.07.2024
Payment day05.08.2024
First trading day05.08.2024
Last trading day28.07.2025
Final fixing day28.07.2025
Redemption date05.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term248
Issue amount80'000.00

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 -27.31%

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 Return0.89%
Cash value of fixed income investment upon issue99.11%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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