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5.10% ZKB Barrier Reverse Convertible, 09.09.2025 on worst of NESN SE/ROG SE/NOVN SE
Nestlé AG/Roche Holding AG/Novartis AG

ISIN: CH1358051758 Security: 135805175 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.38%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 12.09.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N87.8890.30CHF90.30
(100.00%)
-2.75%58.695
(65.00%)
33.21%110.7420
Roche GS263286.75CHF286.75
(100.00%)
-9.03%186.388
(65.00%)
29.13%34.8736
Novartis N98.44102.21CHF102.21
(100.00%)
-3.83%66.437
(65.00%)
32.51%97.8378

Reference data

ISIN CH1358051758
Security 135805175
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'510.28

Coupon

Coupon (Coupon p.a.)5.10% (5.10% )
Coupon paymentguaranteed
Interest portion p.a.0.72%
Premium portion p.a.4.39%
Coupon date10.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.09.2024
Payment day09.09.2024
First trading day09.09.2024
Last trading day02.09.2025
Final fixing day02.09.2025
Redemption date09.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term354
Issue amount200'000.00

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 -8.28%

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 issue99.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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