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ZKB Reverse Convertible on worst of
Baloise-Holding AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1358055320 Security: 135805532 Symbol: n.a. Life cycle
gray-market

Bid Price 99.85%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 12.09.2024 05:45:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bâloise-Hldg N162.6161.70CHF148.76 (92.00%)8.51%33.6103
Swiss Life N697.6699.30CHF643.36 (92.00%)7.78%7.7717
Zurich Insurance N503.6504.50CHF464.14 (92.00%)7.84%10.7726

Reference data

ISIN CH1358055320
Security 135805532
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)3.38% (6.82% )
Coupon paymentguaranteed
Interest portion p.a.0.77%
Premium portion p.a.6.04%
Coupon date27.12.2024
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.09.2024
Payment day26.09.2024
First trading day26.09.2024
Last trading day19.03.2025
Final fixing day19.03.2025
Redemption date26.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term187
Issue amount250'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -0.24%

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 Return0.77%
Cash value of fixed income investment upon issue99.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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