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

ISIN: CH1341413719 Security: 134141371 Symbol: n.a. Life cycle
Secondary market

Bid Price 102.09%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 21.01.2025 10:15:58

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GSn.v274.75CHF274.75
(100.00%)
-3.48%219.800
(80.00%)
17.21%n.a.
Novartis Nn.v100.90CHF100.90
(100.00%)
-12.75%80.720
(80.00%)
9.80%n.a.
Nestlé Nn.v86.13CHF86.13
(100.00%)
-15.74%68.904
(80.00%)
7.41%n.a.

Reference data

ISIN CH1341413719
Security 134141371
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'024.01

Coupon

Coupon (Coupon p.a.)2.40% (9.60% )
Coupon paymentguaranteed
Interest portion p.a.4.75%
Premium portion p.a.4.86%
Coupon date28.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.10.2024
Payment day28.10.2024
First trading day28.10.2024
Last trading day21.01.2025
Final fixing day21.01.2025
Redemption date28.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term0
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -13.60%

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 Return4.75%
Cash value of fixed income investment upon issue98.85%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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