Inhaltsseite: Home

8.81% p.a. ZKB Autocallable Barrier Reverse Convertible, 29.07.2025 on worst of INGA NA/BAS GY/SIE GY
BASF SE/ING Group NV/Siemens AG

ISIN: CH1358041643 Security: 135804164 Symbol: n.a. Life cycle
gray-market

Bid Price 99.59%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 600'000.00

Volume n.a.

Date/time (realtime) 24.07.2024 03:15:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
BASF N44.644.905EUR44.905 (100.00%)-0.76%26.943 (60.00%)39.54%
ING Groep17.10817.041EUR17.041 (100.00%)0.47%10.225 (60.00%)40.28%
Siemens N171.16174.24EUR174.240 (100.00%)-1.60%104.544 (60.00%)39.04%

Reference data

ISIN CH1358041643
Security 135804164
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.)BAS + 8.81%
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 date22.10.2024
Residual term362
Issue amount600'000.00

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 -1.57%

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 Return0.96%
Cash value of fixed income investment upon issue99.05%
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-

Ajax loading