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5.85% ZKB Reverse Convertible, 04.03.2025 on worst of EMSN SE/GIVN SE/LONN SE
EMS-CHEMIE HOLDING AG/Givaudan AG/Lonza Group AG

ISIN: CH1329108695 Security: 132910869 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.11%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 160'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:39

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
EMS-CHEM HLDG N639.5631.7807CHF505.42 (80.00%)20.97%39.5707
Givaudan N39333'792.00CHF3'033.60 (80.00%)22.87%6.5928
Lonza Grp N521.4461.65CHF369.32 (80.00%)29.17%54.1536

Reference data

ISIN CH1329108695
Security 132910869
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00

Coupon

Coupon (Coupon p.a.)5.85% (5.85% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.4.53%
Coupon date04.03.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.02.2024
Payment day04.03.2024
First trading day04.03.2024
Last trading day25.02.2025
Final fixing day25.02.2025
Redemption date04.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term92
Issue amount160'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue 1.22%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 Return1.33%
Cash value of fixed income investment upon issue98.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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