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2.81% ZKB Reverse Convertible, 14.04.2025 on worst of BSLN SE/BAER SE/BKW SE
Basilea Pharmaceutica AG/BKW AG/Julius Baer Gruppe AG

ISIN: CH1358037476 Security: 135803747 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.96%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:39

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Basilea Pharmac. N40.5539.15CHF28.58 (73.00%)29.52%349.9012
BKW N148.3149.60CHF109.21 (73.00%)26.36%91.5684
Julius Baer Grp N55.5852.40CHF38.25 (73.00%)31.18%261.4242

Reference data

ISIN CH1358037476
Security 135803747
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)2.81% (3.72% )
Coupon paymentguaranteed
Interest portion p.a.1.06%
Premium portion p.a.2.66%
Coupon date14.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.07.2024
Payment day12.07.2024
First trading day12.07.2024
Last trading day07.04.2025
Final fixing day07.04.2025
Redemption date14.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term136
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -0.87%

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 Return1.06%
Cash value of fixed income investment upon issue99.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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