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14.64% p.a. ZKB Autocallable Barrier Reverse Convertible, 16.06.2025 on worst of SWON SE/UHR SE/GF SE
The Swatch Group AG/Georg Fischer AG/SoftwareONE Holding AG

ISIN: CH1329140789 Security: 132914078 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.86%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 1'500'000.00

Volume n.a.

Date/time (realtime) 24.06.2024 03:50:41

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
The Swatch Grp A191.55191.15CHF191.150 (100.00%)0.26%143.363 (75.00%)25.20%
Georg Fischer N62.666.675CHF66.675 (100.00%)-6.17%50.006 (75.00%)20.37%
SoftwareONE Hldg.N17.2416.97CHF16.970 (100.00%)1.34%12.728 (75.00%)26.00%

Reference data

ISIN CH1329140789
Security 132914078
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)UHR + 14.64%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date06.06.2024
Payment day12.06.2024
First trading day12.06.2024
Last trading day06.06.2025
Final fixing day06.06.2025
Redemption date16.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date09.09.2024
Residual term346
Issue amount1'500'000.00

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 -5.81%

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 Return1.27%
Cash value of fixed income investment upon issue98.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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