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6.00% ZKB Reverse Convertible, 05.08.2025 on worst of LONN SE/GIVN SE/ALC SE
Lonza Group AG/Givaudan AG/Alcon AG

ISIN: CH1358043078 Security: 135804307 Symbol: n.a. Life cycle
gray-market

Bid Price 99.83%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 26.07.2024 05:40:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Lonza Grp N581579.80CHF455.12 (78.50%)21.67%10.9860
Givaudan N41964'192.50CHF3'290.97 (78.50%)21.57%1.5193
Alcon N8382.57CHF64.81 (78.50%)21.91%77.1430

Reference data

ISIN CH1358043078
Security 135804307
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)6.00% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.0.89%
Premium portion p.a.5.11%
Coupon date05.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.07.2024
Payment day05.08.2024
First trading day05.08.2024
Last trading day28.07.2025
Final fixing day28.07.2025
Redemption date05.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term366
Issue amount100'000.00

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 0.08%

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 Return0.89%
Cash value of fixed income investment upon issue99.12%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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