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11.50% p.a. ZKB Callable Barrier Reverse Convertible, 30.07.2025 on worst of SLHN SE/HOLN SE/ZURN SE/SREN SE
Swiss Life Holding AG/Swiss Re AG/Zurich Insurance Group AG/Holcim Ltd

ISIN: CH1358042047 Security: 135804204 Symbol: n.a. Life cycle
gray-market

Bid Price 99.66%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 26.07.2024 05:40:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swiss Life N669.6675.60CHF675.60
(100.00%)
-0.90%472.920
(70.00%)
29.37%1.4802
Swiss Re N108.3107.025CHF107.03
(100.00%)
1.18%74.918
(70.00%)
30.82%9.3436
Zurich Insurance N478.8474.35CHF474.35
(100.00%)
0.93%332.045
(70.00%)
30.65%2.1081
Holcim N83.6485.33CHF85.33
(100.00%)
-2.02%59.731
(70.00%)
28.59%11.7192

Reference data

ISIN CH1358042047
Security 135804204
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'115.00

Coupon

Coupon (Coupon p.a.)11.50% (11.50% )
Coupon paymentguaranteed
Interest portion p.a.0.93%
Premium portion p.a.10.57%
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 term358
Issue amount250'000.00

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 -1.98%

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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