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ZKB Reverse Convertible on worst of
Emmi AG/Zehnder Group AG/BACHEM HOLDING AG/Daetwyler Holding AG/Adecco Group AG

ISIN: CH1394336635 Security: 139433663 Symbol: n.a. Life cycle
Secondary market

Bid Price 91.30%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Emmi N797821.50CHF640.77 (78.00%)19.60%1.5606
Zehnder N -A-41.449.225CHF38.40 (78.00%)7.26%26.0447
Bachem Holding67.573.35CHF57.21 (78.00%)15.24%17.4785
Daetwyler Hldg IA135.4143.70CHF112.09 (78.00%)17.22%8.9217
Adecco N22.9827.13CHF21.16 (78.00%)7.91%47.2559

Reference data

ISIN CH1394336635
Security 139433663
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)8.22% (8.22% )
Coupon paymentguaranteed
Interest portion p.a.0.39%
Premium portion p.a.7.83%
Coupon date11.11.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date04.11.2024
Payment day11.11.2024
First trading day11.11.2024
Last trading day04.11.2025
Final fixing day04.11.2025
Redemption date11.11.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term345
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 -15.90%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.39%
Cash value of fixed income investment upon issue99.61%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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