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10.50% p.a. ZKB Autocallable Barrier Reverse Convertible, 24.09.2025 on worst of SCMN SE/BAER SE/BALN SE/ZURN SE
Baloise-Holding AG/Zurich Insurance Group AG/Julius Baer Gruppe AG/Swisscom AG

ISIN: CH1358032840 Security: 135803284 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.25%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 11.07.2024 05:40:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Bâloise-Hldg N160.9155.30CHF155.300 (100.00%)3.48%124.240 (80.00%)22.78%
Zurich Insurance N481473.70CHF473.700 (100.00%)1.52%378.960 (80.00%)21.21%
Julius Baer Grp N52.5451.38CHF51.380 (100.00%)2.21%41.104 (80.00%)21.77%
Swisscom N525.5495.10CHF495.100 (100.00%)5.78%396.080 (80.00%)24.63%

Reference data

ISIN CH1358032840
Security 135803284
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.)BALN + 10.50%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date17.06.2024
Payment day24.06.2024
First trading day24.06.2024
Last trading day17.09.2025
Final fixing day17.09.2025
Redemption date24.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date17.06.2025
Residual term431
Issue amount30'000.00

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 1.54%

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 Return1.15%
Cash value of fixed income investment upon issue98.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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