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10.11% p.a. ZKB Autocallable Barrier Reverse Convertible, 22.01.2025 on worst of SLB UN/COP UN/HAL UN
ConocoPhillips/Halliburton Co/Schlumberger Ltd

ISIN: CH1358040413 Security: 135804041 Symbol: n.a. Life cycle
gray-market

Bid Price 100.28%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 17.07.2024 09:35:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
ConocoPhillips A115.19113.88USD113.880 (100.00%)0.97%85.410 (75.00%)25.73%
Halliburton A35.9635.39USD35.390 (100.00%)1.90%26.543 (75.00%)26.42%
Schlumberger A48.7247.96USD47.960 (100.00%)1.40%35.970 (75.00%)26.05%

Reference data

ISIN CH1358040413
Security 135804041
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)COP + 10.11%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date16.07.2024
Payment day22.07.2024
First trading day22.07.2024
Last trading day14.01.2025
Final fixing day14.01.2025
Redemption date22.01.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date15.10.2024
Residual term180
Issue amount50'000.00

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 0.98%

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 Return1.06%
Cash value of fixed income investment upon issue99.47%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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