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1.58% ZKB Reverse Convertible, 10.02.2025 on worst of ZURN SE/SLHN SE/CMBN SE
Cembra Money Bank AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1358044357 Security: 135804435 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.47%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Cembra Money Bank N79.8576.425CHF64.96 (85.00%)18.65%76.9690
Swiss Life N727.2674.60CHF573.41 (85.00%)21.15%8.7198
Zurich Insurance N547.6484.00CHF411.40 (85.00%)24.87%12.1536

Reference data

ISIN CH1358044357
Security 135804435
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)1.58% (3.10% )
Coupon paymentguaranteed
Interest portion p.a.1.00%
Premium portion p.a.2.10%
Coupon date10.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.07.2024
Payment day08.08.2024
First trading day08.08.2024
Last trading day03.02.2025
Final fixing day03.02.2025
Redemption date10.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term73
Issue amount50'000.00

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 4.48%

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 Return1.00%
Cash value of fixed income investment upon issue99.49%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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