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9.87% ZKB Barrier Reverse Convertible, 12.09.2025 on worst of NESN SE/LISP SE/UNA NA/YPSN SE
Nestlé AG/Chocoladefabriken Lindt & Spruengli AG/Unilever NV/Ypsomed Holding AG

ISIN: CH1358053200 Security: 135805320 Symbol: n.a. Life cycle
gray-market

Bid Price 99.45%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 06.09.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N87.5488.88CHF88.88
(100.00%)
-1.53%62.216
(70.00%)
28.93%n.a.
Lindt & Sprüngli...1107011'100.00CHF11'100.00
(100.00%)
-0.27%7'770.000
(70.00%)
29.81%n.a.
Unilever PLC N59.0859.05EUR59.05
(100.00%)
0.05%41.335
(70.00%)
30.04%n.a.
Ypsomed Hldg N416423.00CHF423.00
(100.00%)
-1.68%296.100
(70.00%)
28.82%n.a.

Reference data

ISIN CH1358053200
Security 135805320
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'098.79

Coupon

Coupon (Coupon p.a.)9.88% (9.88% )
Coupon paymentguaranteed
Interest portion p.a.0.68%
Premium portion p.a.9.20%
Coupon date12.03.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.09.2024
Payment day12.09.2024
First trading day12.09.2024
Last trading day05.09.2025
Final fixing day05.09.2025
Redemption date12.09.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term361
Issue amount200'000.00

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 -1.65%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.68%
Cash value of fixed income investment upon issue99.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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