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7.58% ZKB Reverse Convertible, 10.01.2025 on worst of NESN SE/BAER SE/CFR SE/UBSG SE
Julius Baer Gruppe AG/Compagnie Financière Richemont SA/Nestlé AG/UBS Group AG

ISIN: CH1358034903 Security: 135803490 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.73%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 305'000.00

Volume n.a.

Date/time (realtime) 02.07.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Julius Baer Grp N51.1851.10CHF45.99 (90.00%)10.14%21.7439
Cie Fin Richemont N141.1139.45CHF125.51 (90.00%)11.05%7.9678
Nestlé N92.5294.38CHF84.94 (90.00%)8.19%11.7727
UBS Group AG26.9827.305CHF24.57 (90.00%)8.92%40.6926

Reference data

ISIN CH1358034903
Security 135803490
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)7.58% (14.34% )
Coupon paymentguaranteed
Interest portion p.a.1.13%
Premium portion p.a.13.21%
Coupon date01.10.2024
Day count conventionAct/365 (Englisch), 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 day03.01.2025
Final fixing day03.01.2025
Redemption date10.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term183
Issue amount305'000.00

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 -1.97%

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 Return1.13%
Cash value of fixed income investment upon issue99.41%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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