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10.50% ZKB Reverse Convertible, 02.07.2025 on worst of DHL GY/BAS GY/SIE GY
Deutsche Post AG/Siemens AG/BASF SE

ISIN: CH1358035181 Security: 135803518 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.42%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 18.09.2024 12:33:29

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Deutsche Post N39.7938.10EUR32.39 (85.00%)18.71%30.8785
Siemens N166.24170.70EUR145.10 (85.00%)12.74%6.8920
BASF N44.2746.1975EUR39.27 (85.00%)11.36%25.4661

Reference data

ISIN CH1358035181
Security 135803518
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)10.50% (10.50% )
Coupon paymentguaranteed
Interest portion p.a.3.36%
Premium portion p.a.7.14%
Coupon date02.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date25.06.2024
Payment day02.07.2024
First trading day02.07.2024
Last trading day25.06.2025
Final fixing day25.06.2025
Redemption date02.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term279
Issue amount40'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -4.11%

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 Return3.36%
Cash value of fixed income investment upon issue96.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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