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ZKB Autocallable BRC Last Look Defensive on worst of
LVMH A/Cie Fin Richemont N/L'Oréal A

ISIN: CH1304003200 Security: 130400320 Symbol: Z24AEZ Life cycle
Secondary market

Bid Price 98.96%

Ask Price 99.66%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 03.06.2024 10:40:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
LVMH A738.9821.90EUR698.615 (85.00%)10.89%452.045 (55.00%)38.74%
Cie Fin Richemont N144.2135.15CHF114.878 (85.00%)24.84%74.333 (55.00%)48.33%
L'Oréal A449.95428.65EUR364.353 (85.00%)23.71%235.758 (55.00%)47.55%

Reference data

ISIN CH1304003200
Security 130400320
Symbol Z24AEZ
Currency qCHF
Currency hedging Yes
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)MC + 5.00%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day19.02.2024
First trading day19.02.2024
Last trading day12.08.2025
Final fixing day12.08.2025
Redemption date19.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term434
Issue amount15'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -10.22%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher 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 Return1.19%
Cash value of fixed income investment upon issue98.24%
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date19.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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