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ZKB Barrier Reverse Convertible on worst of
ABB Ltd/OC Oerlikon Corporation AG/VAT Group AG/Comet Holding AG

ISIN: CH1358056948 Security: 135805694 Symbol: n.a. Life cycle
gray-market

Bid Price 99.50%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 18.09.2024 04:10:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N47.4847.575CHF47.58
(100.00%)
-0.01%30.924
(65.00%)
34.99%n.a.
OC Oerlikon Corp N4.5144.542CHF4.54
(100.00%)
-0.31%2.952
(65.00%)
34.80%n.a.
VAT Group N403.6403.45CHF403.45
(100.00%)
0.16%262.243
(65.00%)
35.10%n.a.
Comet Holding311.5312.75CHF312.75
(100.00%)
-0.40%203.288
(65.00%)
34.74%n.a.

Reference data

ISIN CH1358056948
Security 135805694
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'158.61

Coupon

Coupon (Coupon p.a.)15.86% (15.86% )
Coupon paymentguaranteed
Interest portion p.a.2.72%
Premium portion p.a.13.14%
Coupon date25.03.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date18.09.2024
Payment day25.09.2024
First trading day25.09.2024
Last trading day18.09.2025
Final fixing day18.09.2025
Redemption date25.09.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term364
Issue amount100'000.00

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 -0.40%

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 Return2.72%
Cash value of fixed income investment upon issue97.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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