Inhaltsseite: Home

4.94% ZKB Reverse Convertible, 12.05.2025 on worst of ZURN SE/CFR SE
Zurich Insurance Group AG/Compagnie Financière Richemont SA

ISIN: CH1358045412 Security: 135804541 Symbol: n.a. Life cycle
gray-market

Bid Price 100.86%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Zurich Insurance N465.1453.70CHF362.96 (80.00%)21.96%137.7562
Cie Fin Richemont N125.35124.125CHF99.30 (80.00%)20.78%503.5247

Reference data

ISIN CH1358045412
Security 135804541
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00

Coupon

Coupon (Coupon p.a.)4.95% (6.60% )
Coupon paymentguaranteed
Interest portion p.a.0.77%
Premium portion p.a.5.83%
Coupon date12.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.08.2024
Payment day12.08.2024
First trading day12.08.2024
Last trading day05.05.2025
Final fixing day05.05.2025
Redemption date12.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term270
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 50'000.00
Performance of underlying since issue 0.99%

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 Return0.77%
Cash value of fixed income investment upon issue99.43%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading