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ZKB Reverse Convertible on worst of
VAT Group AG/Adecco Group AG/Straumann Holding AG

ISIN: CH1358051824 Security: 135805182 Symbol: Z0A0BZ Life cycle
Secondary market

Bid Price 101.66%

Ask Price 102.16%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 26.09.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
VAT Group N430.3408.40CHF285.88 (70.00%)33.56%3.4980
Adecco N28.3827.16CHF19.01 (70.00%)33.01%52.5984
Straumann Hldg N134.1123.40CHF86.38 (70.00%)35.59%11.5768

Reference data

ISIN CH1358051824
Security 135805182
Symbol Z0A0BZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)6.65% (6.65% )
Coupon paymentguaranteed
Interest portion p.a.0.64%
Premium portion p.a.6.01%
Coupon date23.09.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.09.2024
Payment day23.09.2024
First trading day23.09.2024
Last trading day15.09.2025
Final fixing day15.09.2025
Redemption date23.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term352
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 4.49%

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 date23.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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