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6.51% ZKB Barrier Reverse Convertible, 06.12.2024 on worst of TEMN SE/STMN SE
TEMENOS AG/Straumann Holding AG

ISIN: CH1358051253 Security: 135805125 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.65%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 12.09.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Temenos Group AG60.557.85CHF57.85
(100.00%)
4.38%46.280
(80.00%)
23.50%17.2861
Straumann Hldg N118.9124.725CHF124.73
(100.00%)
-4.90%99.780
(80.00%)
16.08%8.0176

Reference data

ISIN CH1358051253
Security 135805125
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'065.13

Coupon

Coupon (Coupon p.a.)6.51% (25.76% )
Coupon paymentguaranteed
Interest portion p.a.0.97%
Premium portion p.a.24.79%
Coupon date06.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.08.2024
Payment day05.09.2024
First trading day05.09.2024
Last trading day29.11.2024
Final fixing day29.11.2024
Redemption date06.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term77
Issue amount25'000.00

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 -4.67%

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 Return0.97%
Cash value of fixed income investment upon issue99.76%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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