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5.08% ZKB Barrier Reverse Convertible, 11.09.2025 on worst of EMMN SE/LISP SE/MDLZ UW
Emmi AG/Chocoladefabriken Lindt & Spruengli AG/Mondelez International Inc

ISIN: CH1358052376 Security: 135805237 Symbol: n.a. Life cycle
gray-market

Bid Price 100.40%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 04.09.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Emmi N875873.00CHF873.00
(100.00%)
0.23%611.100
(70.00%)
30.16%n.a.
Lindt & Sprüngli...1121011'205.00CHF11'205.00
(100.00%)
0.04%7'843.500
(70.00%)
30.03%n.a.
Mondelez Int Inc -A-75.2772.2613USD72.26
(100.00%)
4.43%50.583
(70.00%)
33.10%n.a.

Reference data

ISIN CH1358052376
Security 135805237
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 21'016.20

Coupon

Coupon (Coupon p.a.)5.08% (5.08% )
Coupon paymentguaranteed
Interest portion p.a.0.68%
Premium portion p.a.4.40%
Coupon date11.09.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.09.2024
Payment day11.09.2024
First trading day11.09.2024
Last trading day04.09.2025
Final fixing day04.09.2025
Redemption date11.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term363
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue 0.04%

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 Return0.68%
Cash value of fixed income investment upon issue99.32%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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