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9.88% p.a. ZKB Callable Barrier Reverse Convertible, 02.02.2026 on worst of UBSG SE/ABBN SE/KNIN SE
ABB Ltd/UBS Group AG/Kuehne + Nagel International AG

ISIN: CH1358042534 Security: 135804253 Symbol: n.a. Life cycle
gray-market

Bid Price 97.54%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 1'000'000.00

Volume n.a.

Date/time (realtime) 25.07.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N47.2448.37CHF48.37
(100.00%)
-2.39%29.022
(60.00%)
38.56%20.6740
UBS Group AG26.5526.85CHF26.85
(100.00%)
-1.13%16.110
(60.00%)
39.32%37.2439
Kühne + Nagel Int N268.3268.20CHF268.20
(100.00%)
0.04%160.920
(60.00%)
40.02%3.7286

Reference data

ISIN CH1358042534
Security 135804253
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'148.75

Coupon

Coupon (Coupon p.a.)14.87% (9.88% )
Coupon paymentguaranteed
Interest portion p.a.0.89%
Premium portion p.a.8.99%
Coupon date31.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.07.2024
Payment day31.07.2024
First trading day31.07.2024
Last trading day26.01.2026
Final fixing day26.01.2026
Redemption date02.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term549
Issue amount1'000'000.00

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 -2.34%

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 Return0.89%
Cash value of fixed income investment upon issue98.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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