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3.01% ZKB Reverse Convertible, 28.07.2025 on worst of NESN SE/SCMN SE/SFSN SE
Nestlé AG/Swisscom AG/SFS Group AG

ISIN: CH1358041049 Security: 135804104 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.85%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:40

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Nestlé N75.9693.74CHF73.98 (78.92%)2.61%67.5902
Swisscom N505.5530.75CHF418.84 (78.92%)17.14%11.9377
SFS Group AG122.8125.10CHF98.72 (78.92%)19.61%50.6467

Reference data

ISIN CH1358041049
Security 135804104
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)3.02% (3.00% )
Coupon paymentguaranteed
Interest portion p.a.0.95%
Premium portion p.a.2.05%
Coupon date27.01.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.07.2024
Payment day26.07.2024
First trading day26.07.2024
Last trading day21.07.2025
Final fixing day21.07.2025
Redemption date28.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term241
Issue amount250'000.00

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 -18.97%

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 Return0.95%
Cash value of fixed income investment upon issue99.05%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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