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4.09% ZKB Reverse Convertible, 23.12.2024 on worst of SIE GY/OR FP/ALV GY
Allianz SE/L'Oréal S.A./Siemens AG

ISIN: CH1358032428 Security: 135803242 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.03%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 400'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:34

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Allianz N291.4252.75EUR202.20 (80.00%)30.61%24.7280
L'Oréal A329.05440.75EUR352.60 (80.00%)-7.16%14.1804
Siemens N177.56166.42EUR133.14 (80.00%)25.02%37.5556

Reference data

ISIN CH1358032428
Security 135803242
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)4.09% (8.08% )
Coupon paymentguaranteed
Interest portion p.a.3.63%
Premium portion p.a.4.45%
Coupon date23.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.06.2024
Payment day21.06.2024
First trading day21.06.2024
Last trading day16.12.2024
Final fixing day16.12.2024
Redemption date23.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term22
Issue amount400'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue -25.34%

Product type

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

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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.63%
Cash value of fixed income investment upon issue98.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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