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ZKB Barrier Reverse Convertible on worst of
Hannover Rueck SE/Swiss Re AG/Münchner Rück AG

ISIN: CH1394343151 Security: 139434315 Symbol: n.a. Life cycle
Secondary market

Bid Price 105.41%

Ask Price 0.00%

Currency qCHF

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 02.06.2025 05:45:48

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Hannover Ruck N281.4248.7667EUR248.77
(100.00%)
11.60%203.989
(82.00%)
27.51%n.a.
Swiss Re N146.05129.875CHF129.88
(100.00%)
11.07%106.498
(82.00%)
27.08%n.a.
Münchener Rück ...579.6490.30EUR490.30
(100.00%)
15.41%402.046
(82.00%)
30.63%n.a.

Reference data

ISIN CH1394343151
Security 139434315
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'101.50

Coupon

Coupon (Coupon p.a.)10.15% (10.15% )
Coupon paymentguaranteed
Interest portion p.a.0.27%
Premium portion p.a.9.88%
Coupon date02.12.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.11.2024
Payment day02.12.2024
First trading day02.12.2024
Last trading day25.11.2025
Final fixing day25.11.2025
Redemption date02.12.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term174
Issue amount35'000.00

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 12.45%

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 Return0.27%
Cash value of fixed income investment upon issue99.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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