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10.20% p.a. ZKB Callable Barrier Reverse Convertible, 30.07.2025 on worst of VATN SE/EFGN SE/BALN SE/HELN SE
EFG International AG/Helvetia Holding AG/Valiant Holding AG/Baloise-Holding AG

ISIN: CH1358042062 Security: 135804206 Symbol: n.a. Life cycle
gray-market

Bid Price 97.81%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 25.07.2024 03:00:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EFG International N12.8813.58CHF13.58
(100.00%)
-5.43%9.506
(70.00%)
26.20%73.6377
Helvetia Hldg N129.3130.45CHF130.45
(100.00%)
-1.20%91.315
(70.00%)
29.16%7.6658
Valiant Holding N104.4105.30CHF105.30
(100.00%)
-0.86%73.710
(70.00%)
29.40%9.4967
Bâloise-Hldg N156.7157.85CHF157.85
(100.00%)
-0.73%110.495
(70.00%)
29.49%6.3351

Reference data

ISIN CH1358042062
Security 135804206
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'102.00

Coupon

Coupon (Coupon p.a.)10.20% (10.20% )
Coupon paymentguaranteed
Interest portion p.a.0.93%
Premium portion p.a.9.27%
Coupon date30.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.07.2024
Payment day30.07.2024
First trading day30.07.2024
Last trading day23.07.2025
Final fixing day23.07.2025
Redemption date30.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term362
Issue amount200'000.00

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 -5.15%

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 Return0.93%
Cash value of fixed income investment upon issue99.07%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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