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2.52% ZKB Reverse Convertible, 21.02.2025 on worst of LISP SE/NESN SE
Chocoladefabriken Lindt & Spruengli AG/Nestlé AG

ISIN: CH1358049026 Security: 135804902 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.75%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:49

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Lindt & Sprüngli...992010'900.00CHF9'874.31 (90.59%)0.46%5.0636
Nestlé N75.9688.51CHF80.18 (90.59%)-5.56%623.5876

Reference data

ISIN CH1358049026
Security 135804902
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 50'000.00

Coupon

Coupon (Coupon p.a.)2.52% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.0.85%
Premium portion p.a.4.15%
Coupon date21.02.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.08.2024
Payment day21.08.2024
First trading day21.08.2024
Last trading day14.02.2025
Final fixing day14.02.2025
Redemption date21.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term84
Issue amount150'000.00

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 -14.18%

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 Return0.85%
Cash value of fixed income investment upon issue99.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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