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12.10% ZKB Barrier Reverse Convertible, 17.02.2026 on worst of ROG SE/DAE SE/FORN SE
Forbo Holding AG/Roche Holding AG/Daetwyler Holding AG

ISIN: CH1358047749 Security: 135804774 Symbol: n.a. Life cycle
gray-market

Bid Price 99.66%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 08.08.2024 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Forbo Hldg N892889.00CHF889.00
(100.00%)
0.34%533.400
(60.00%)
40.20%n.a.
Roche GS275.6275.75CHF275.75
(100.00%)
-0.05%165.450
(60.00%)
39.97%n.a.
Daetwyler Hldg IA177.2177.70CHF177.70
(100.00%)
-0.28%106.620
(60.00%)
39.83%n.a.

Reference data

ISIN CH1358047749
Security 135804774
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 10'000.00
Barrier level observation at maturity
Maximum repayment 11'210.53

Coupon

Coupon (Coupon p.a.)12.11% (8.04% )
Coupon paymentguaranteed
Interest portion p.a.4.10%
Premium portion p.a.3.94%
Coupon date18.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.08.2024
Payment day15.08.2024
First trading day15.08.2024
Last trading day09.02.2026
Final fixing day09.02.2026
Redemption date17.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term549
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 10'000.00
Performance of underlying since issue -0.28%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.10%
Cash value of fixed income investment upon issue94.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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