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11.41% p.a. ZKB Autocallable Barrier Reverse Convertible, 20.07.2026 on worst of CFR SE/STMN SE/TEMN SE
Compagnie Financière Richemont SA/Straumann Holding AG/TEMENOS AG

ISIN: CH1358038961 Security: 135803896 Symbol: n.a. Life cycle
Secondary market

Bid Price 90.47%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 20'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 04:00:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Cie Fin Richemont N125.5140.40CHF133.380 (95.00%)-11.92%84.240 (60.00%)32.85%
Straumann Hldg N108.5119.225CHF113.264 (95.00%)-9.88%71.535 (60.00%)34.07%
Temenos Group AG55.664.675CHF61.441 (95.00%)-16.74%38.805 (60.00%)29.95%

Reference data

ISIN CH1358038961
Security 135803896
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.)CFR + 11.41%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date11.07.2024
Payment day18.07.2024
First trading day18.07.2024
Last trading day13.07.2026
Final fixing day13.07.2026
Redemption date20.07.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date14.07.2025
Residual term704
Issue amount20'000.00

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 -14.34%

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 Return0.91%
Cash value of fixed income investment upon issue98.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.07.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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