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8.00% p.a. ZKB Callable Barrier Reverse Convertible, 26.08.2025 on worst of UBSG SE/ALV GY/ZURN SE
UBS Group AG/Allianz SE/Zurich Insurance Group AG

ISIN: CH1358049604 Security: 135804960 Symbol: n.a. Life cycle
gray-market

Bid Price 100.02%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 23.08.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
UBS Group AG26.4326.205CHF26.21
(100.00%)
0.85%18.344
(70.00%)
30.60%n.a.
Allianz N276.1269.65EUR269.65
(100.00%)
2.34%188.755
(70.00%)
31.64%n.a.
Zurich Insurance N488.8482.95CHF482.95
(100.00%)
1.20%338.065
(70.00%)
30.84%n.a.

Reference data

ISIN CH1358049604
Security 135804960
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'080.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.0.73%
Premium portion p.a.7.27%
Coupon date26.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.08.2024
Payment day26.08.2024
First trading day26.08.2024
Last trading day19.08.2025
Final fixing day19.08.2025
Redemption date26.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term359
Issue amount150'000.00

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 0.86%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.73%
Cash value of fixed income investment upon issue99.27%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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