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12.51% ZKB Reverse Convertible, 10.07.2025 on worst of HEI GY/SAF FP/AMS SQ
Heidelberg Materials AG/SAFRAN SA/Amadeus IT Group S.A

ISIN: CH1358037104 Security: 135803710 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.38%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 23.07.2024 11:10:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Heidelberg Mat. I102.997.03EUR87.33 (90.00%)15.09%11.4512
Safran A202.1202.55EUR182.30 (90.00%)9.80%5.4856
Amadeus IT Grp.A -A-60.5662.90EUR56.61 (90.00%)7.14%17.6647

Reference data

ISIN CH1358037104
Security 135803710
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)12.51% (12.51% )
Coupon paymentguaranteed
Interest portion p.a.3.39%
Premium portion p.a.9.12%
Coupon date10.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.07.2024
Payment day10.07.2024
First trading day10.07.2024
Last trading day03.07.2025
Final fixing day03.07.2025
Redemption date10.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term344
Issue amount250'000.00

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 -3.08%

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 Return3.39%
Cash value of fixed income investment upon issue96.72%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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