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8.35% ZKB Barrier Reverse Convertible, 14.08.2025 on worst of MUV2 GY/SREN SE/HNR1 GY
Swiss Re AG/Hannover Rueck SE/Münchner Rück AG

ISIN: CH1358047186 Security: 135804718 Symbol: n.a. Life cycle
Secondary market

Bid Price 103.08%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:52

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Re N127.2102.675CHF102.68
(100.00%)
19.28%66.739
(65.00%)
47.53%n.a.
Hannover Ruck N245.6214.35EUR214.35
(100.00%)
12.72%139.328
(65.00%)
43.27%n.a.
Münchener Rück ...484.1434.20EUR434.20
(100.00%)
10.31%282.230
(65.00%)
41.70%n.a.

Reference data

ISIN CH1358047186
Security 135804718
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'083.50

Coupon

Coupon (Coupon p.a.)8.35% (8.35% )
Coupon paymentguaranteed
Interest portion p.a.2.95%
Premium portion p.a.5.40%
Coupon date14.02.2025
Day count convention30/360 (German), modified following
Accrued coupon2.37%

Life cycle

Issue price100.00%
Initial fixing date07.08.2024
Payment day14.08.2024
First trading day14.08.2024
Last trading day07.08.2025
Final fixing day07.08.2025
Redemption date14.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term257
Issue amount50'000.00

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 11.49%

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 Return2.95%
Cash value of fixed income investment upon issue97.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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