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9.17% p.a. ZKB Callable Barrier Reverse Convertible, 15.01.2025 auf SAP GY
SAP SE

ISIN: CH1358037799 Security: 135803779 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.68%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 05:15:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SAP A188.12190.16EUR190.16
(100.00%)
-1.04%152.128
(80.00%)
19.17%5.2587

Reference data

ISIN CH1358037799
Security 135803779
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'045.84

Coupon

Coupon (Coupon p.a.)4.58% (9.17% )
Coupon paymentguaranteed
Interest portion p.a.3.59%
Premium portion p.a.5.57%
Coupon date15.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.07.2024
Payment day15.07.2024
First trading day15.07.2024
Last trading day08.01.2025
Final fixing day08.01.2025
Redemption date15.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term153
Issue amount35'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -1.03%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher 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 Return3.59%
Cash value of fixed income investment upon issue98.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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