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5.52% p.a. ZKB Autocallable Barrier Reverse Convertible, 29.07.2025 on worst of SLB UN/XOM UN/COP UN
ConocoPhillips/Schlumberger Ltd/Exxon Mobil Corp

ISIN: CH1358041445 Security: 135804144 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.07%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 29.07.2024 05:45:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
ConocoPhillips A109.12114.1108USD114.111 (100.00%)-4.87%70.749 (62.00%)34.98%
Schlumberger A47.8649.6655USD49.666 (100.00%)-3.45%30.793 (62.00%)35.86%
Exxon Mobil A116.1116.0277USD116.028 (100.00%)0.02%71.937 (62.00%)38.01%

Reference data

ISIN CH1358041445
Security 135804144
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 + 5.52%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date22.07.2024
Payment day29.07.2024
First trading day29.07.2024
Last trading day22.07.2025
Final fixing day22.07.2025
Redemption date29.07.2025
Redemption typeCash Settlement
Early redemptionYes
Next observation date22.01.2025
Residual term357
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 -4.65%

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 Return0.97%
Cash value of fixed income investment upon issue99.04%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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