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8.08% ZKB Reverse Convertible, 07.02.2025 on worst of ACA FP/GLE FP/BNP FP
BNP Paribas SA/Credit Agricole SA/Société Générale SA

ISIN: CH1358044639 Security: 135804463 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.98%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 06.09.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BNP Paribas A62.1860.155EUR60.16 (100.00%)3.26%n.a.
Credit Agricole SA14.1313.1025EUR13.10 (100.00%)7.27%n.a.
Societe Generale A21.82520.7925EUR20.79 (100.00%)4.73%n.a.

Reference data

ISIN CH1358044639
Security 135804463
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)8.09% (16.22% )
Coupon paymentguaranteed
Interest portion p.a.0.97%
Premium portion p.a.15.25%
Coupon date11.11.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.08.2024
Payment day09.08.2024
First trading day09.08.2024
Last trading day31.01.2025
Final fixing day31.01.2025
Redemption date07.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term144
Issue amount10'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 3.37%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.97%
Cash value of fixed income investment upon issue99.52%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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