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ZKB Reverse Convertible on worst of
Roche Holding AG/Ypsomed Holding AG/Sika AG

ISIN: CH1394338656 Security: 139433865 Symbol: n.a. Life cycle
Secondary market

Bid Price 94.77%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 80'000.00

Volume n.a.

Date/time (realtime) 25.11.2024 08:00:10

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Roche GS254.3265.95CHF226.06 (85.00%)11.11%4.4237
Ypsomed Hldg N357416.50CHF354.03 (85.00%)0.83%2.8247
Sika N231.4245.40CHF208.59 (85.00%)9.86%4.7941

Reference data

ISIN CH1394338656
Security 139433865
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)5.60% (7.46% )
Coupon paymentguaranteed
Interest portion p.a.0.44%
Premium portion p.a.7.03%
Coupon date18.08.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.11.2024
Payment day18.11.2024
First trading day18.11.2024
Last trading day11.08.2025
Final fixing day11.08.2025
Redemption date18.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term258
Issue amount80'000.00

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 -14.29%

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 Return0.44%
Cash value of fixed income investment upon issue99.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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