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10.09% p.a. ZKB Callable Barrier Reverse Convertible, 28.08.2025 on worst of UBSG SE/EFGN SE/VONN SE
UBS Group AG/EFG International AG/Vontobel Holding AG

ISIN: CH1358050115 Security: 135805011 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.66%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 12.09.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
UBS Group AG24.6826.08CHF26.08
(100.00%)
-5.67%15.648
(60.00%)
36.60%191.7178
EFG International N11.411.98CHF11.98
(100.00%)
-5.09%7.188
(60.00%)
36.95%417.3623
Vontobel Holding N54.256.00CHF56.00
(100.00%)
-3.32%33.600
(60.00%)
38.01%89.2857

Reference data

ISIN CH1358050115
Security 135805011
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'504.33

Coupon

Coupon (Coupon p.a.)10.09% (10.09% )
Coupon paymentguaranteed
Interest portion p.a.0.73%
Premium portion p.a.9.36%
Coupon date28.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.08.2024
Payment day28.08.2024
First trading day28.08.2024
Last trading day21.08.2025
Final fixing day21.08.2025
Redemption date28.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term342
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -5.37%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.73%
Cash value of fixed income investment upon issue99.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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