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6.31% ZKB Reverse Convertible, 01.07.2025 on worst of GIVN SE/EMMN SE/ALC SE
Alcon AG/Givaudan AG/Emmi AG

ISIN: CH1358034879 Security: 135803487 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.84%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 75'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:29

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Alcon N76.6879.86CHF66.28 (83.00%)13.56%75.4332
Givaudan N39334'341.00CHF3'603.03 (83.00%)8.39%1.3877
Emmi N797901.50CHF748.25 (83.00%)6.12%6.6823

Reference data

ISIN CH1358034879
Security 135803487
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)6.32% (6.32% )
Coupon paymentguaranteed
Interest portion p.a.1.05%
Premium portion p.a.5.26%
Coupon date01.07.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.06.2024
Payment day01.07.2024
First trading day01.07.2024
Last trading day24.06.2025
Final fixing day24.06.2025
Redemption date01.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term211
Issue amount75'000.00

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 -11.59%

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 Return1.05%
Cash value of fixed income investment upon issue98.96%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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