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1.51% ZKB Reverse Convertible, 19.02.2025 on worst of LISP SE/NOVN SE/PSPN SE
Chocoladefabriken Lindt & Spruengli AG/Novartis AG/PSP Swiss Property AG

ISIN: CH1358048085 Security: 135804808 Symbol: n.a. Life cycle
gray-market

Bid Price 99.76%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 15.08.2024 05:10:23

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Lindt & Sprüngli...1095011'000.00CHF9'240.00 (84.00%)15.62%5.4113
Novartis N99.0196.655CHF81.19 (84.00%)18.03%615.8379
PSP Swiss Property N121.5120.15CHF100.93 (84.00%)16.93%495.4125

Reference data

ISIN CH1358048085
Security 135804808
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00

Coupon

Coupon (Coupon p.a.)1.51% (3.00% )
Coupon paymentguaranteed
Interest portion p.a.0.88%
Premium portion p.a.2.12%
Coupon date19.11.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.08.2024
Payment day19.08.2024
First trading day19.08.2024
Last trading day12.02.2025
Final fixing day12.02.2025
Redemption date19.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term180
Issue amount200'000.00

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 -0.45%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

Legal parties

Issuer Zuercher 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 Return0.88%
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 date19.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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