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7.59% p.a. ZKB Autocallable Barrier Reverse Convertible, 12.06.2025 on worst of SCHP SE/COTN SE/SIGN SE
Schindler Holding AG/SIG Combibloc Group AG/Comet Holding AG

ISIN: CH1329140862 Security: 132914086 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.28%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 28.06.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Schindler Hldg PS225.8236.00CHF236.000 (100.00%)5.93%153.400 (65.00%)32.06%
SIG Combibloc Grp N16.4517.57CHF17.570 (100.00%)3.87%11.421 (65.00%)30.57%
Comet Holding362342.75CHF342.750 (100.00%)14.79%222.788 (65.00%)38.46%

Reference data

ISIN CH1329140862
Security 132914086
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)SCHP + 7.59%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date06.06.2024
Payment day12.06.2024
First trading day12.06.2024
Last trading day04.06.2025
Final fixing day04.06.2025
Redemption date12.06.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date05.12.2024
Residual term339
Issue amount20'000.00

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 -6.37%

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 Return1.27%
Cash value of fixed income investment upon issue98.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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