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8.50% ZKB Barrier Reverse Convertible, 21.08.2025 on worst of LONN SE/SFZN SE/BANB SE/CLN SE/EMSN SE
Lonza Group AG/Siegfried Holding AG/BACHEM HOLDING AG/Clariant AG/EMS-CHEMIE HOLDING AG

ISIN: CH1358048937 Security: 135804893 Symbol: n.a. Life cycle
gray-market

Bid Price 99.88%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 14.08.2024 05:45:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N550.4549.60CHF549.60
(100.00%)
0.15%329.760
(60.00%)
40.09%9.0975
Siegfried Holding N10081'000.00CHF1'000.00
(100.00%)
0.79%600.000
(60.00%)
40.48%5.00
Bachem Holding80.180.075CHF80.08
(100.00%)
0.03%48.045
(60.00%)
40.02%62.4415
Clariant N12.3712.37CHF12.37
(100.00%)
0.00%7.422
(60.00%)
40.00%404.2037
EMS-CHEM HLDG N693.5691.50CHF691.50
(100.00%)
0.29%414.900
(60.00%)
40.17%7.2307

Reference data

ISIN CH1358048937
Security 135804893
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'425.00

Coupon

Coupon (Coupon p.a.)8.50% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.0.71%
Premium portion p.a.7.79%
Coupon date21.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.08.2024
Payment day21.08.2024
First trading day21.08.2024
Last trading day14.08.2025
Final fixing day14.08.2025
Redemption date21.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term363
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 0.03%

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.71%
Cash value of fixed income investment upon issue99.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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