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5.39% ZKB Reverse Convertible, 25.08.2025 on worst of BALN SE/SLHN SE/SREN SE/HELN SE/ZURN SE
Baloise-Holding AG/Swiss Life Holding AG/Swiss Re AG/Helvetia Holding AG/Zurich Insurance Group AG

ISIN: CH1358049497 Security: 135804949 Symbol: n.a. Life cycle
gray-market

Bid Price 99.86%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 130'000.00

Volume n.a.

Date/time (realtime) 16.08.2024 05:45:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bâloise-Hldg N159.8159.70CHF127.76 (80.00%)20.05%7.8272
Swiss Life N671669.60CHF535.68 (80.00%)20.17%1.8668
Swiss Re N109.35109.275CHF87.42 (80.00%)20.05%11.4390
Helvetia Hldg N132.2131.90CHF105.52 (80.00%)20.18%9.4769
Zurich Insurance N481.2480.10CHF384.08 (80.00%)20.18%2.6036

Reference data

ISIN CH1358049497
Security 135804949
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.39% (5.36% )
Coupon paymentguaranteed
Interest portion p.a.0.75%
Premium portion p.a.4.61%
Coupon date25.08.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.08.2024
Payment day23.08.2024
First trading day23.08.2024
Last trading day18.08.2025
Final fixing day18.08.2025
Redemption date25.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term366
Issue amount130'000.00

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 0.06%

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 Return0.75%
Cash value of fixed income investment upon issue99.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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