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ZKB Reverse Convertible on worst of
BKW AG/VAT Group AG/Swiss Prime Site AG

ISIN: CH1341412919 Security: 134141291 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.22%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:52

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BKW N148.3157.90CHF134.22 (85.00%)9.50%7.4507
VAT Group N337.7368.90CHF313.57 (85.00%)7.15%3.1891
Swiss Prime Site N94.296.00CHF81.60 (85.00%)13.38%12.2549

Reference data

ISIN CH1341412919
Security 134141291
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)14.44% (7.20% )
Coupon paymentguaranteed
Interest portion p.a.0.38%
Premium portion p.a.6.82%
Coupon date27.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.10.2024
Payment day24.10.2024
First trading day24.10.2024
Last trading day19.10.2026
Final fixing day19.10.2026
Redemption date26.10.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term696
Issue amount25'000.00

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 -8.46%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.38%
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 date26.10.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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