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12.54% p.a. ZKB Barrier Reverse Convertible mit bedingtem Coupon, 05.08.2025 on worst of ROG SE/GIVN SE/NESN SE/NOVN SE
Nestlé AG/Novartis AG/Roche Holding AG/Givaudan AG

ISIN: CH1358043441 Security: 135804344 Symbol: n.a. Life cycle
gray-market

Bid Price 99.64%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 29.07.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Nestlé N88.0288.65CHF88.650 (100.00%)-0.72%68.261 (77.00%)22.45%
Novartis N98.0798.305CHF98.305 (100.00%)-0.24%75.695 (77.00%)22.82%
Roche GS285.4285.85CHF285.850 (100.00%)-0.16%220.105 (77.00%)22.88%
Givaudan N42214'229.00CHF4'229.000 (100.00%)-0.19%3'256.330 (77.00%)22.85%

Reference data

ISIN CH1358043441
Security 135804344
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier observation continuous

Coupon

Coupon (Coupon p.a.)1.05%
Coupon paymentbedingt
Memory effectNein
Coupon Level76.00%

Life cycle

Issue price100.00%
Initial fixing date29.07.2024
Payment day06.08.2024
First trading day06.08.2024
Last trading day29.07.2025
Final fixing day29.07.2025
Redemption date05.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date30.10.2024
Residual term364
Issue amount200'000.00

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 -0.71%

Product type

SSPA derivative category Yield enhancement
SSPA code Express certificate (1260)

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 taxNo
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 Return0.00%
Cash value of fixed income investment upon issue100.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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