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ZKB Barrier Reverse Convertible on worst of
Unicredit SpA/ING Group NV/Société Générale SA

ISIN: CH1358054695 Security: 135805469 Symbol: n.a. Life cycle
gray-market

Bid Price 100.20%

Ask Price n.a.

Currency EUR

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
UNICREDIT36.8836.785EUR36.79
(100.00%)
0.26%23.910
(65.00%)
35.17%27.1850
ING Groep16.25216.131EUR16.13
(100.00%)
0.74%10.485
(65.00%)
35.48%61.9924
Societe Generale A22.10522.17EUR22.17
(100.00%)
-0.29%14.411
(65.00%)
34.81%45.1060

Reference data

ISIN CH1358054695
Security 135805469
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'070.49

Coupon

Coupon (Coupon p.a.)7.05% (14.21% )
Coupon paymentguaranteed
Interest portion p.a.3.22%
Premium portion p.a.11.00%
Coupon date18.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.09.2024
Payment day18.09.2024
First trading day18.09.2024
Last trading day11.03.2025
Final fixing day11.03.2025
Redemption date18.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term179
Issue amount200'000.00

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 -0.29%

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 Return3.22%
Cash value of fixed income investment upon issue98.44%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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