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3.99% ZKB Reverse Convertible, 20.05.2025 on worst of GIVN SE/NOVN SE/ROG SE
Givaudan AG/Novartis AG/Roche Holding AG

ISIN: CH1358048341 Security: 135804834 Symbol: n.a. Life cycle
gray-market

Bid Price 100.24%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 14.08.2024 05:45:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Givaudan N41604'113.00CHF3'496.05 (85.00%)15.96%5.7207
Novartis N98.2896.55CHF82.07 (85.00%)16.50%243.7018
Roche GS281279.35CHF237.45 (85.00%)15.50%84.2291

Reference data

ISIN CH1358048341
Security 135804834
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 20'000.00

Coupon

Coupon (Coupon p.a.)4.00% (5.34% )
Coupon paymentguaranteed
Interest portion p.a.0.80%
Premium portion p.a.4.55%
Coupon date20.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.08.2024
Payment day20.08.2024
First trading day20.08.2024
Last trading day13.05.2025
Final fixing day13.05.2025
Redemption date20.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term270
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue 0.59%

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 Return0.80%
Cash value of fixed income investment upon issue99.41%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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