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5.01% p.a. ZKB Autocallable Barrier Reverse Convertible, 23.07.2026 on worst of BALN SE/HELN SE/SREN SE/ZURN SE
Baloise-Holding AG/Helvetia Holding AG/Zurich Insurance Group AG/Swiss Re AG

ISIN: CH1358040272 Security: 135804027 Symbol: n.a. Life cycle
gray-market

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Bâloise-Hldg N156155.80CHF155.800 (100.00%)n.a.101.270 (65.00%)n.a.
Helvetia Hldg N127.2125.25CHF125.250 (100.00%)n.a.81.413 (65.00%)n.a.
Zurich Insurance N476473.25CHF473.250 (100.00%)n.a.307.613 (65.00%)n.a.
Swiss Re N109.4108.175CHF108.175 (100.00%)n.a.70.314 (65.00%)n.a.

Reference data

ISIN CH1358040272
Security 135804027
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)BALN + 5.01%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date16.07.2024
Payment day23.07.2024
First trading day23.07.2024
Last trading day16.07.2026
Final fixing day16.07.2026
Redemption date23.07.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date16.01.2025
Residual term729
Issue amount550'000.00

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

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 Return0.86%
Cash value of fixed income investment upon issue98.31%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.07.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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