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4.48% ZKB Reverse Convertible, 13.02.2025 on worst of ABBN SE/ZURN SE/CFR SE
ABB Ltd/Compagnie Financière Richemont SA/Zurich Insurance Group AG

ISIN: CH1358046493 Security: 135804649 Symbol: n.a. Life cycle
gray-market

Bid Price 100.91%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 03:22:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N44.6843.84CHF36.17 (82.50%)18.87%138.2438
Cie Fin Richemont N124.95122.975CHF101.45 (82.50%)18.54%49.2832
Zurich Insurance N462.9454.85CHF375.25 (82.50%)18.88%13.3244

Reference data

ISIN CH1358046493
Security 135804649
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)4.48% (8.89% )
Coupon paymentguaranteed
Interest portion p.a.0.89%
Premium portion p.a.8.01%
Coupon date13.11.2024
Day count conventionAct/365 (Englisch), 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 day06.02.2025
Final fixing day06.02.2025
Redemption date13.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term182
Issue amount250'000.00

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 1.28%

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 Return0.89%
Cash value of fixed income investment upon issue99.56%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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