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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1358059751 Security: 135805975 Symbol: n.a. Life cycle
gray-market

Bid Price 99.72%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 27.09.2024 05:25:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N85.2285.32CHF85.32
(100.00%)
-0.05%59.724
(70.00%)
29.97%11.7206
Novartis N97.7897.66CHF97.66
(100.00%)
0.16%68.362
(70.00%)
30.11%10.2396
Roche GS272.3271.25CHF271.25
(100.00%)
0.50%189.875
(70.00%)
30.35%3.6866

Reference data

ISIN CH1358059751
Security 135805975
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'112.76

Coupon

Coupon (Coupon p.a.)11.28% (5.63% )
Coupon paymentguaranteed
Interest portion p.a.0.44%
Premium portion p.a.5.19%
Coupon date05.10.2026
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.09.2024
Payment day04.10.2024
First trading day04.10.2024
Last trading day28.09.2026
Final fixing day28.09.2026
Redemption date05.10.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term730
Issue amount10'000.00

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 -0.05%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.44%
Cash value of fixed income investment upon issue99.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.10.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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