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10.26% ZKB Reverse Convertible, 14.08.2025 on worst of NDX/SMI/SX5E
NASDAQ 100/Swiss Market Index SMI/EURO STOXX 50

ISIN: CH1358047103 Security: 135804710 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.70%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 270'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:52

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
NASDAQ 100® Index20756.41786918'423.4858USD17'502.31 (95.00%)15.19%n.a.
SMI® Index11591.5911'837.6793CHF11'245.80 (95.00%)2.98%n.a.
EURO STOXX 50® Index4755.834'670.3197EUR4'436.80 (95.00%)6.71%n.a.

Reference data

ISIN CH1358047103
Security 135804710
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)10.26% (10.26% )
Coupon paymentguaranteed
Interest portion p.a.4.38%
Premium portion p.a.5.88%
Coupon date14.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.08.2024
Payment day14.08.2024
First trading day14.08.2024
Last trading day07.08.2025
Final fixing day07.08.2025
Redemption date14.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term258
Issue amount270'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -2.08%

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 Return4.38%
Cash value of fixed income investment upon issue95.80%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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