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10.03% ZKB Barrier Reverse Convertible, 08.05.2025 on worst of AIR FP/SU FP/ENGI FP
Schneider Electric SE/ENGIE SA/Airbus SE

ISIN: CH1358044308 Security: 135804430 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.43%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 70'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Schneider Electric A240.1221.90EUR221.90
(100.00%)
7.58%177.520
(80.00%)
26.06%n.a.
Engie SA A15.4714.5125EUR14.51
(100.00%)
6.19%11.610
(80.00%)
24.95%n.a.
Airbus Group A139.5138.01EUR138.01
(100.00%)
1.07%110.408
(80.00%)
20.85%n.a.

Reference data

ISIN CH1358044308
Security 135804430
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'100.31

Coupon

Coupon (Coupon p.a.)10.03% (13.33% )
Coupon paymentguaranteed
Interest portion p.a.4.98%
Premium portion p.a.8.35%
Coupon date08.05.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.07.2024
Payment day07.08.2024
First trading day07.08.2024
Last trading day30.04.2025
Final fixing day30.04.2025
Redemption date08.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term159
Issue amount70'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 1.08%

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 Return4.98%
Cash value of fixed income investment upon issue96.41%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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