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3.30% ZKB Barrier Reverse Convertible, 13.02.2025 on worst of REP SQ/TTE FP/SHELL NA
Repsol S.A./TotalEnergies SE/Shell PLC

ISIN: CH1358046683 Security: 135804668 Symbol: n.a. Life cycle
gray-market

Bid Price 100.18%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 70'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 05:15:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Repsol YPF A12.3912.565EUR10.68
(85.00%)
15.60%8.796
(70.00%)
30.50%93.6308
Total A60.9760.035EUR51.03
(85.00%)
16.32%42.025
(70.00%)
31.08%19.5964
Royal Dutch Shell A32.50531.905EUR27.12
(85.00%)
16.56%22.334
(70.00%)
31.28%36.8742

Reference data

ISIN CH1358046683
Security 135804668
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'033.04

Coupon

Coupon (Coupon p.a.)3.30% (6.55% )
Coupon paymentguaranteed
Interest portion p.a.3.37%
Premium portion p.a.3.18%
Coupon date13.11.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.08.2024
Payment day13.08.2024
First trading day13.08.2024
Last trading day06.02.2025
Final fixing day06.02.2025
Redemption date13.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term182
Issue amount70'000.00

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 0.72%

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 Return3.37%
Cash value of fixed income investment upon issue98.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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