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5.17% ZKB Barrier Reverse Convertible, 27.08.2025 on worst of ROG SE/NESN SE/NOVN SE
Roche Holding AG/Nestlé AG/Novartis AG

ISIN: CH1358050024 Security: 135805002 Symbol: n.a. Life cycle
gray-market

Bid Price 99.79%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 23.08.2024 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS283.2283.80CHF283.80
(100.00%)
-0.21%184.470
(65.00%)
34.86%35.2361
Nestlé N89.5489.51CHF89.51
(100.00%)
0.03%58.182
(65.00%)
35.02%111.7194
Novartis N100.4100.31CHF100.31
(100.00%)
0.09%65.202
(65.00%)
35.06%99.6910

Reference data

ISIN CH1358050024
Security 135805002
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'517.61

Coupon

Coupon (Coupon p.a.)5.18% (5.18% )
Coupon paymentguaranteed
Interest portion p.a.0.72%
Premium portion p.a.4.45%
Coupon date27.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.08.2024
Payment day27.08.2024
First trading day27.08.2024
Last trading day20.08.2025
Final fixing day20.08.2025
Redemption date27.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term359
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -0.21%

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 Return0.72%
Cash value of fixed income investment upon issue99.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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