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5.00% ZKB Reverse Convertible, 13.08.2025 on worst of CBK GY/BNP FP/DBK GY
BNP Paribas SA/Deutsche Bank AG/Commerzbank AG

ISIN: CH1358045875 Security: 135804587 Symbol: n.a. Life cycle
gray-market

Bid Price 99.41%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 10:15:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BNP Paribas A59.1758.30EUR35.98 (61.71%)38.90%n.a.
Deutsche Bank N12.99812.798EUR7.90 (61.71%)39.21%n.a.
Commerzbank A12.43513.27EUR8.19 (61.71%)35.29%n.a.

Reference data

ISIN CH1358045875
Security 135804587
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.00% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.0.74%
Premium portion p.a.4.26%
Coupon date13.08.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.08.2024
Payment day13.08.2024
First trading day13.08.2024
Last trading day06.08.2025
Final fixing day06.08.2025
Redemption date13.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term363
Issue amount100'000.00

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 -4.63%

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 Return0.74%
Cash value of fixed income investment upon issue99.26%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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