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ZKB Reverse Convertible on worst of
Daimler Truck Holding AG/Allianz SE/Shell PLC

ISIN: CH1358055221 Security: 135805522 Symbol: n.a. Life cycle
Secondary market

Bid Price 101.60%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:27

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Daimler Truck Holding AG36.8330.39EUR27.35 (90.00%)25.74%36.5617
Allianz N291.4284.05EUR255.65 (90.00%)12.27%3.9117
Royal Dutch Shell A31.6130.28EUR27.25 (90.00%)13.79%36.6946

Reference data

ISIN CH1358055221
Security 135805522
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)9.07% (12.10% )
Coupon paymentguaranteed
Interest portion p.a.2.94%
Premium portion p.a.9.16%
Coupon date19.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.09.2024
Payment day19.09.2024
First trading day19.09.2024
Last trading day12.06.2025
Final fixing day12.06.2025
Redemption date19.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term199
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 2.59%

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 Return2.94%
Cash value of fixed income investment upon issue97.85%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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