Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Zalando SE/Delivery Hero SE/HelloFresh SE

ISIN: CH1394336908 Security: 139433690 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.71%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:39

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zalando A27.6727.81EUR27.81
(100.00%)
-0.51%15.296
(55.00%)
44.72%n.a.
Delivery Hero SE N37.0839.435EUR39.44
(100.00%)
-6.35%21.689
(55.00%)
41.51%n.a.
HelloFresh I10.210.0825EUR10.08
(100.00%)
1.15%5.545
(55.00%)
45.63%n.a.

Reference data

ISIN CH1394336908
Security 139433690
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'165.89

Coupon

Coupon (Coupon p.a.)16.59% (33.36% )
Coupon paymentguaranteed
Interest portion p.a.4.48%
Premium portion p.a.28.89%
Coupon date12.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.11.2024
Payment day13.11.2024
First trading day13.11.2024
Last trading day05.05.2025
Final fixing day05.05.2025
Redemption date12.05.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term164
Issue amount20'000.00

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 -5.97%

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading