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7.58% p.a. ZKB Autocallable Barrier Reverse Convertible, 27.12.2024 on worst of SREN SE/ZURN SE/SLHN SE
Swiss Life Holding AG/Swiss Re AG/Zurich Insurance Group AG

ISIN: CH1358033731 Security: 135803373 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.30%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 27.06.2024 10:15:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Swiss Life N658.4648.20CHF648.200 (100.00%)1.52%486.150 (75.00%)26.14%
Swiss Re N111.75111.625CHF111.625 (100.00%)-0.02%83.719 (75.00%)24.98%
Zurich Insurance N480.1482.80CHF482.800 (100.00%)-0.19%362.100 (75.00%)24.86%

Reference data

ISIN CH1358033731
Security 135803373
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.)SLHN + 7.58%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date19.06.2024
Payment day26.06.2024
First trading day26.06.2024
Last trading day18.12.2024
Final fixing day18.12.2024
Redemption date27.12.2024
Redemption typeCash Settlement
Early redemptionYes
Next observation date19.09.2024
Residual term172
Issue amount200'000.00

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 -0.19%

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 Return1.26%
Cash value of fixed income investment upon issue99.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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