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6.31% p.a. ZKB Autocallable Barrier Reverse Convertible, 27.06.2025 on worst of MBG GY/VOW3 GY/STLAM IM
Stellantis N.V./Volkswagen AG/Mercedes-Benz Group AG

ISIN: CH1358034283 Security: 135803428 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.03%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 150'000.00

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
Stellantis N.V.18.47619.133EUR19.133 (100.00%)-3.56%10.523 (55.00%)43.04%
Volkswagen VA105.4105.025EUR105.025 (100.00%)0.36%57.764 (55.00%)45.20%
Daimler N64.5764.02EUR64.020 (100.00%)0.85%35.211 (55.00%)45.47%

Reference data

ISIN CH1358034283
Security 135803428
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)STLAM + 6.31%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date20.06.2024
Payment day27.06.2024
First trading day27.06.2024
Last trading day20.06.2025
Final fixing day20.06.2025
Redemption date27.06.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date18.12.2024
Residual term356
Issue amount150'000.00

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 -3.43%

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 Return1.10%
Cash value of fixed income investment upon issue98.92%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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