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ZKB Barrier Reverse Convertible on worst of
Geberit AG/Holcim Ltd/Sika AG

ISIN: CH1358056203 Security: 135805620 Symbol: n.a. Life cycle
gray-market

Bid Price 100.16%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 18.09.2024 04:20:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit N545.4540.80CHF540.80
(100.00%)
0.99%351.520
(65.00%)
35.64%1.8491
Holcim N82.680.95CHF80.95
(100.00%)
2.16%52.618
(65.00%)
36.41%12.3533
Sika N268.3265.50CHF265.50
(100.00%)
1.23%172.575
(65.00%)
35.80%3.7665

Reference data

ISIN CH1358056203
Security 135805620
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'072.56

Coupon

Coupon (Coupon p.a.)7.26% (7.26% )
Coupon paymentguaranteed
Interest portion p.a.0.63%
Premium portion p.a.6.63%
Coupon date23.09.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.09.2024
Payment day23.09.2024
First trading day23.09.2024
Last trading day16.09.2025
Final fixing day16.09.2025
Redemption date23.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term362
Issue amount60'000.00

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 1.00%

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 Return0.63%
Cash value of fixed income investment upon issue99.38%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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