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5.08% ZKB Barrier Reverse Convertible, 06.11.2024 on worst of UBXN SE/VACN SE/TEMN SE
TEMENOS AG/VAT Group AG/u-blox Holding AG

ISIN: CH1358044274 Security: 135804427 Symbol: n.a. Life cycle
gray-market

Bid Price 100.94%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 31.07.2024 10:20:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Temenos Group AG61.5560.30CHF60.30
(100.00%)
2.03%45.225
(75.00%)
26.52%16.5837
VAT Group N445427.40CHF427.40
(100.00%)
3.74%320.550
(75.00%)
27.80%2.3397
u-blox N80.280.20CHF80.20
(100.00%)
0.25%60.150
(75.00%)
25.19%12.4688

Reference data

ISIN CH1358044274
Security 135804427
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'050.86

Coupon

Coupon (Coupon p.a.)5.09% (20.57% )
Coupon paymentguaranteed
Interest portion p.a.1.13%
Premium portion p.a.19.45%
Coupon date06.11.2024
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 day30.10.2024
Final fixing day30.10.2024
Redemption date06.11.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term90
Issue amount60'000.00

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 0.25%

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 Return1.13%
Cash value of fixed income investment upon issue99.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.11.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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