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16.18% ZKB Barrier Reverse Convertible, 20.02.2026 on worst of STMN SE/LONN SE/SDZ SE/ALC SE/SOON SE
Straumann Holding AG/Lonza Group AG/Sandoz Group AG/Alcon AG/Sonova Holding AG

ISIN: CH1358048283 Security: 135804828 Symbol: n.a. Life cycle
gray-market

Bid Price 102.30%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 15.08.2024 10:20:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Straumann Hldg N124111.175CHF111.18
(100.00%)
10.74%66.705
(60.00%)
46.44%8.9948
Lonza Grp N552.2547.60CHF547.60
(100.00%)
0.83%328.560
(60.00%)
40.50%1.8262
Sandoz Group AG37.4435.855CHF35.86
(100.00%)
4.31%21.513
(60.00%)
42.59%27.8901
Alcon N81.6279.56CHF79.56
(100.00%)
2.50%47.736
(60.00%)
41.50%12.5691
Sonova Hldg N287.4277.95CHF277.95
(100.00%)
3.19%166.770
(60.00%)
41.91%3.5978

Reference data

ISIN CH1358048283
Security 135804828
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'161.84

Coupon

Coupon (Coupon p.a.)16.18% (10.79% )
Coupon paymentguaranteed
Interest portion p.a.0.69%
Premium portion p.a.10.09%
Coupon date20.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.08.2024
Payment day20.08.2024
First trading day20.08.2024
Last trading day13.02.2026
Final fixing day13.02.2026
Redemption date20.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term546
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 0.84%

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 Return0.69%
Cash value of fixed income investment upon issue98.97%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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