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5.50% ZKB Reverse Convertible, 08.08.2025 on worst of ALC SE/DAE SE
Alcon AG/Daetwyler Holding AG

ISIN: CH1358044829 Security: 135804482 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.07%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Alcon N76.6879.01CHF63.21 (80.00%)17.57%15.8208
Daetwyler Hldg IA135.4174.90CHF139.92 (80.00%)-3.34%7.1469

Reference data

ISIN CH1358044829
Security 135804482
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.50% (5.50% )
Coupon paymentguaranteed
Interest portion p.a.0.78%
Premium portion p.a.4.72%
Coupon date08.08.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.08.2024
Payment day08.08.2024
First trading day08.08.2024
Last trading day04.08.2025
Final fixing day04.08.2025
Redemption date08.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term252
Issue amount50'000.00

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 -22.58%

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 Return0.78%
Cash value of fixed income investment upon issue99.23%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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