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14.54% ZKB Reverse Convertible, 26.06.2026 on worst of SIE GY/SGO FP/BAS GY/BN FP
BASF SE/Danone SA/Compagnie de Saint-Gobain SA/Siemens AG

ISIN: CH1358033814 Security: 135803381 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.94%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 95'000.00

Volume n.a.

Date/time (realtime) 04.07.2024 05:40:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BASF N45.4544.95EUR35.96 (80.00%)20.88%n.a.
DANONE A58.8659.01EUR47.21 (80.00%)19.80%n.a.
Cie Saint-Gobain A77.4474.75EUR59.80 (80.00%)22.78%n.a.
Siemens N177.34169.32EUR135.46 (80.00%)23.62%n.a.

Reference data

ISIN CH1358033814
Security 135803381
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)14.55% (7.29% )
Coupon paymentguaranteed
Interest portion p.a.1.11%
Premium portion p.a.6.18%
Coupon date30.06.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.06.2024
Payment day28.06.2024
First trading day28.06.2024
Last trading day19.06.2026
Final fixing day19.06.2026
Redemption date26.06.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term713
Issue amount95'000.00

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 -0.25%

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 marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.11%
Cash value of fixed income investment upon issue97.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.06.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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