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9.33% ZKB Barrier Reverse Convertible, 13.08.2025 on worst of VOD LN/BT/A LN/ORA FP
BT Group PLC/ORANGE SA/Vodafone Group PLC

ISIN: CH1358045669 Security: 135804566 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.26%

Ask Price n.a.

Currency qGBP

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:56

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BT Group1.481.3525GBP1.35
(100.00%)
8.43%0.757
(56.00%)
48.72%n.a.
Orange SA A9.86210.0725EUR10.07
(100.00%)
-2.13%5.641
(56.00%)
42.80%n.a.
Vodafone Group A0.690.7037GBP0.70
(100.00%)
-2.16%0.394
(56.00%)
42.78%n.a.

Reference data

ISIN CH1358045669
Security 135804566
Symbol n.a.
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'093.37

Coupon

Coupon (Coupon p.a.)9.34% (9.34% )
Coupon paymentguaranteed
Interest portion p.a.4.49%
Premium portion p.a.4.85%
Coupon date13.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon2.67%

Life cycle

Issue price100.00%
Initial fixing date06.08.2024
Payment day13.08.2024
First trading day13.08.2024
Last trading day06.08.2025
Final fixing day06.08.2025
Redemption date13.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term257
Issue amount35'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue -2.12%

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 Return4.49%
Cash value of fixed income investment upon issue95.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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