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ZKB Barrier Reverse Convertible on worst of
adidas AG/Bayer AG

ISIN: CH1358054372 Security: 135805437 Symbol: n.a. Life cycle
gray-market

Bid Price 99.48%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 80'000.00

Volume n.a.

Date/time (realtime) 13.09.2024 01:15:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adidas N218.8210.90EUR210.90
(100.00%)
3.57%105.450
(50.00%)
51.78%4.7416
Bayer N26.9728.2925EUR28.29
(100.00%)
-5.18%14.146
(50.00%)
47.41%35.3451

Reference data

ISIN CH1358054372
Security 135805437
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'091.25

Coupon

Coupon (Coupon p.a.)9.12% (9.12% )
Coupon paymentguaranteed
Interest portion p.a.2.74%
Premium portion p.a.6.39%
Coupon date17.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date10.09.2024
Payment day17.09.2024
First trading day17.09.2024
Last trading day10.09.2025
Final fixing day10.09.2025
Redemption date17.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term361
Issue amount80'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -4.92%

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 Return2.74%
Cash value of fixed income investment upon issue97.34%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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