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9.90% p.a. ZKB Callable Barrier Reverse Convertible, 30.07.2025 on worst of VATN SE/MOZN SE/SLHN SE/CMBN SE
Valiant Holding AG/Cembra Money Bank AG/mobilezone holding ag/Swiss Life Holding AG

ISIN: CH1358042070 Security: 135804207 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.22%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 30.07.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Valiant Holding N99.6105.30CHF105.30
(100.00%)
-5.72%73.710
(70.00%)
25.99%9.4967
Cembra Money Bank N76.9578.575CHF78.58
(100.00%)
-2.11%55.003
(70.00%)
28.52%12.7267
Mobilezone Holding N14.4214.26CHF14.26
(100.00%)
1.11%9.982
(70.00%)
30.78%70.1262
Swiss Life N673.2675.70CHF675.70
(100.00%)
-0.37%472.990
(70.00%)
29.74%1.4799

Reference data

ISIN CH1358042070
Security 135804207
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'099.00

Coupon

Coupon (Coupon p.a.)9.90% (9.90% )
Coupon paymentguaranteed
Interest portion p.a.0.93%
Premium portion p.a.8.97%
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 term357
Issue amount100'000.00

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 -5.41%

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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