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4.53% ZKB Reverse Convertible, 13.02.2025 on worst of CFR SE/SDZ SE/ALC SE
Compagnie Financière Richemont SA/Alcon AG/Sandoz Group AG

ISIN: CH1358046543 Security: 135804654 Symbol: n.a. Life cycle
gray-market

Bid Price 100.87%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 10'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 11:13:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Cie Fin Richemont N124.3122.425CHF104.06 (85.00%)15.67%9.6097
Alcon N78.877.49CHF65.87 (85.00%)16.39%15.1822
Sandoz Group AG35.8934.465CHF29.30 (85.00%)17.85%34.1352

Reference data

ISIN CH1358046543
Security 135804654
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)4.54% (9.07% )
Coupon paymentguaranteed
Interest portion p.a.0.89%
Premium portion p.a.8.18%
Coupon date13.02.2025
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 day06.02.2025
Final fixing day06.02.2025
Redemption date13.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term182
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 0.80%

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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