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ZKB Barrier Reverse Convertible on worst of
EMS-CHEMIE HOLDING AG/Givaudan AG/Lonza Group AG

ISIN: CH1341409147 Security: 134140914 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.73%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 18.10.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EMS-CHEM HLDG N689678.75CHF678.75
(100.00%)
1.49%441.188
(65.00%)
35.97%14.7330
Givaudan N43424'433.50CHF4'433.50
(100.00%)
-2.11%2'881.775
(65.00%)
33.63%2.2556
Lonza Grp N552526.40CHF526.40
(100.00%)
4.64%342.160
(65.00%)
38.01%18.9970

Reference data

ISIN CH1341409147
Security 134140914
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 10'731.34

Coupon

Coupon (Coupon p.a.)7.31% (7.31% )
Coupon paymentguaranteed
Interest portion p.a.0.57%
Premium portion p.a.6.74%
Coupon date15.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.10.2024
Payment day15.10.2024
First trading day15.10.2024
Last trading day08.10.2025
Final fixing day08.10.2025
Redemption date15.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term353
Issue amount250'000.00

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 -2.06%

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 Return0.57%
Cash value of fixed income investment upon issue99.43%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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