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17.76% ZKB Barrier Reverse Convertible, 12.08.2025 on worst of SREN SE/DBK GY/UBSG SE
Deutsche Bank AG/Swiss Re AG/UBS Group AG

ISIN: CH1358044860 Security: 135804486 Symbol: n.a. Life cycle
gray-market

Bid Price 103.08%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 01:15:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Deutsche Bank N13.09212.589EUR12.59
(100.00%)
3.72%8.812
(70.00%)
32.61%n.a.
Swiss Re N102.1100.075CHF100.08
(100.00%)
1.98%70.053
(70.00%)
31.39%n.a.
UBS Group AG24.6523.135CHF23.14
(100.00%)
6.07%16.195
(70.00%)
34.25%n.a.

Reference data

ISIN CH1358044860
Security 135804486
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'177.60

Coupon

Coupon (Coupon p.a.)17.76% (17.76% )
Coupon paymentguaranteed
Interest portion p.a.2.84%
Premium portion p.a.14.92%
Coupon date12.08.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.08.2024
Payment day12.08.2024
First trading day12.08.2024
Last trading day05.08.2025
Final fixing day05.08.2025
Redemption date12.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term362
Issue amount500'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 2.02%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.84%
Cash value of fixed income investment upon issue97.24%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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