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8.00% p.a. ZKB Autocallable Barrier Reverse Convertible, 12.01.2026 on worst of SX5E/SMI/SPX
S&P 500®/Swiss Market Index SMI/EURO STOXX 50

ISIN: CH1358037229 Security: 135803722 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.91%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 750'000.00

Volume n.a.

Date/time (realtime) 30.07.2024 04:15:46

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
S&P 500® Indexn.a.5'514.9956USD5'514.996 (100.00%)-0.72%3'832.922 (69.50%)30.00%
SMI® Index12278.9112'011.0846CHF12'011.085 (100.00%)2.20%8'347.704 (69.50%)32.03%
EURO STOXX 50® Index4851.584'952.9309EUR4'952.931 (100.00%)-2.00%3'442.287 (69.50%)29.11%

Reference data

ISIN CH1358037229
Security 135803722
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)SPX + 8.00%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date03.07.2024
Payment day11.07.2024
First trading day11.07.2024
Last trading day05.01.2026
Final fixing day05.01.2026
Redemption date12.01.2026
Redemption typeCash Settlement
Early redemptionYes
Next observation date04.10.2024
Residual term523
Issue amount750'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -1.96%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.78%
Cash value of fixed income investment upon issue93.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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