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14.55% ZKB Barrier Reverse Convertible, 17.02.2026 on worst of BP UN/CVX UN/XOM UN
BP PLC/Chevron Corporation/Exxon Mobil Corp

ISIN: CH1358048051 Security: 135804805 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.28%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 90'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:40

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
BP ARD29.7233.5235USD33.52
(100.00%)
-13.37%21.790
(65.00%)
26.31%29.8298
Chevron162.36146.3241USD146.32
(100.00%)
9.53%95.111
(65.00%)
41.19%6.8341
Exxon Mobil A121.79119.5271USD119.53
(100.00%)
1.98%77.693
(65.00%)
36.28%8.3663

Reference data

ISIN CH1358048051
Security 135804805
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'145.52

Coupon

Coupon (Coupon p.a.)14.55% (9.64% )
Coupon paymentguaranteed
Interest portion p.a.4.10%
Premium portion p.a.5.54%
Coupon date15.08.2025
Day count conventionAct/365 (Englisch), modified following
Accrued coupon2.73%

Life cycle

Issue price100.00%
Initial fixing date12.08.2024
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 term442
Issue amount90'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -11.79%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 issue94.11%
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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