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5.40% p.a. ZKB Autocallable Barrier Reverse Convertible, 07.01.2026 on worst of RWE GY/BAS GY/UNA NA
Unilever NV/RWE AG/BASF SE

ISIN: CH1358035017 Security: 135803501 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.67%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 02.08.2024 05:45:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Unilever PLC N56.8452.48EUR52.480 (100.00%)7.67%26.240 (50.00%)53.84%
RWE AG31.5633.47EUR33.470 (100.00%)-6.05%16.735 (50.00%)46.97%
BASF N41.7746.16EUR46.160 (100.00%)-10.51%23.080 (50.00%)44.75%

Reference data

ISIN CH1358035017
Security 135803501
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)UNA + 5.40%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date24.06.2024
Payment day01.07.2024
First trading day01.07.2024
Last trading day29.12.2025
Final fixing day29.12.2025
Redemption date07.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date24.09.2024
Residual term511
Issue amount20'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -9.51%

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 Return3.16%
Cash value of fixed income investment upon issue95.40%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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