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6.33% ZKB Barrier Reverse Convertible, 08.12.2025 on worst of ZURN SE/NOVN SE/MOZN SE
Novartis AG/Zurich Insurance Group AG/mobilezone holding ag

ISIN: CH1358043920 Security: 135804392 Symbol: n.a. Life cycle
gray-market

Bid Price 100.02%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 30.07.2024 05:40:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Novartis N98.4898.43CHF98.43
(100.00%)
0.05%59.058
(60.00%)
40.03%10.1595
Zurich Insurance N484.3484.00CHF484.00
(100.00%)
0.06%290.400
(60.00%)
40.04%2.0661
Mobilezone Holding N14.4214.34CHF14.34
(100.00%)
0.55%8.604
(60.00%)
40.33%69.7350

Reference data

ISIN CH1358043920
Security 135804392
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'063.32

Coupon

Coupon (Coupon p.a.)6.33% (4.74% )
Coupon paymentguaranteed
Interest portion p.a.0.87%
Premium portion p.a.3.87%
Coupon date08.12.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.07.2024
Payment day07.08.2024
First trading day07.08.2024
Last trading day01.12.2025
Final fixing day01.12.2025
Redemption date08.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term487
Issue amount50'000.00

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 0.05%

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 Return0.87%
Cash value of fixed income investment upon issue98.85%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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