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13.88% p.a. ZKB Autocallable Barrier Reverse Convertible, 04.12.2024 on worst of ASML NA/UCG IM/BAS GY
ASML Holding NV/BASF SE/Unicredit SpA

ISIN: CH1329137876 Security: 132913787 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.70%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 18.06.2024 02:30:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
ASML Holding A973.3902.95EUR902.950 (100.00%)7.27%677.213 (75.00%)30.45%
BASF N45.0447.9975EUR47.998 (100.00%)-6.73%35.998 (75.00%)19.95%
UNICREDIT33.9535836.6325EUR36.633 (100.00%)-7.89%27.474 (75.00%)19.08%

Reference data

ISIN CH1329137876
Security 132913787
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ASML + 13.88%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date29.05.2024
Payment day04.06.2024
First trading day04.06.2024
Last trading day27.11.2024
Final fixing day27.11.2024
Redemption date04.12.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation date28.08.2024
Residual term161
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -7.31%

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 marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.70%
Cash value of fixed income investment upon issue98.20%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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