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10.09% p.a. ZKB Callable Barrier Reverse Convertible, 26.01.2026 on worst of ROG SE/UBSG SE/NESN SE/NOVN SE/SREN SE
Nestlé AG/Novartis AG/Roche Holding AG/Swiss Re AG/UBS Group AG

ISIN: CH1358040470 Security: 135804047 Symbol: n.a. Life cycle
gray-market

Bid Price 99.27%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 17.07.2024 03:20:41

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N92.3692.93CHF92.93
(100.00%)
-0.60%60.405
(65.00%)
34.61%107.6079
Novartis N98.5597.635CHF97.64
(100.00%)
1.05%63.463
(65.00%)
35.68%102.4223
Roche GS275.7272.50CHF272.50
(100.00%)
0.91%177.125
(65.00%)
35.59%36.6972
Swiss Re N108.55108.40CHF108.40
(100.00%)
0.18%70.460
(65.00%)
35.12%92.2509
UBS Group AG27.6327.98CHF27.98
(100.00%)
-1.16%18.187
(65.00%)
34.25%357.3981

Reference data

ISIN CH1358040470
Security 135804047
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment 11'519.84

Coupon

Coupon (Coupon p.a.)15.20% (10.09% )
Coupon paymentguaranteed
Interest portion p.a.0.88%
Premium portion p.a.9.21%
Coupon date28.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.07.2024
Payment day24.07.2024
First trading day24.07.2024
Last trading day19.01.2026
Final fixing day19.01.2026
Redemption date26.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term550
Issue amount50'000.00

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 -1.14%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.88%
Cash value of fixed income investment upon issue98.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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