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ZKB Barrier Reverse Convertible on worst of
Roche Holding AG/Lonza Group AG/Sandoz Group AG

ISIN: CH1358056211 Security: 135805621 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.51%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 26.09.2024 05:45:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS270.6264.55CHF264.55
(100.00%)
2.24%171.958
(65.00%)
36.45%3.7800
Lonza Grp N540.4553.00CHF553.00
(100.00%)
-2.33%359.450
(65.00%)
33.48%1.8083
Sandoz Group AG35.634.835CHF34.84
(100.00%)
2.15%22.643
(65.00%)
36.40%28.7068

Reference data

ISIN CH1358056211
Security 135805621
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'089.32

Coupon

Coupon (Coupon p.a.)8.93% (8.93% )
Coupon paymentguaranteed
Interest portion p.a.0.63%
Premium portion p.a.8.30%
Coupon date23.09.2025
Day count convention30/360 (German), modified following
Accrued coupon0.20%

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 term353
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 -2.28%

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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