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ZKB Reverse Convertible on worst of
Baloise-Holding AG/UBS Group AG/Valiant Holding AG

ISIN: CH1358056179 Security: 135805617 Symbol: n.a. Life cycle
gray-market

Bid Price 99.81%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 18.09.2024 04:19:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bâloise-Hldg N170.3165.20CHF132.16 (80.00%)22.26%7.5666
UBS Group AG25.1824.975CHF19.98 (80.00%)20.65%50.0501
Valiant Holding N99.199.50CHF79.60 (80.00%)19.68%12.5628

Reference data

ISIN CH1358056179
Security 135805617
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)4.19% (4.17% )
Coupon paymentguaranteed
Interest portion p.a.0.64%
Premium portion p.a.3.53%
Coupon date20.03.2025
Day count conventionAct/365 (Englisch), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.09.2024
Payment day20.09.2024
First trading day20.09.2024
Last trading day15.09.2025
Final fixing day15.09.2025
Redemption date22.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term361
Issue amount50'000.00

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 -0.40%

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 Return0.64%
Cash value of fixed income investment upon issue99.36%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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