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ZKB Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Swiss Life Holding AG/Swiss Re AG

ISIN: CH1358058308 Security: 135805830 Symbol: n.a. Life cycle
gray-market

Bid Price 100.23%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 26.09.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N515.4512.50CHF512.50
(100.00%)
0.56%358.750
(70.00%)
30.39%19.5122
Swiss Life N711.8710.10CHF710.10
(100.00%)
0.24%497.070
(70.00%)
30.17%14.0825
Swiss Re N117.65116.075CHF116.08
(100.00%)
1.34%81.253
(70.00%)
30.94%86.1512

Reference data

ISIN CH1358058308
Security 135805830
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'671.50

Coupon

Coupon (Coupon p.a.)6.72% (6.72% )
Coupon paymentguaranteed
Interest portion p.a.0.62%
Premium portion p.a.6.09%
Coupon date01.10.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.09.2024
Payment day01.10.2024
First trading day01.10.2024
Last trading day24.09.2025
Final fixing day24.09.2025
Redemption date01.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term361
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue 0.24%

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 Return0.62%
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 date01.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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