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4.23% p.a. ZKB Autocallable Barrier Reverse Convertible, 03.08.2026 on worst of SREN SE/HOLN SE/NOVN SE
Swiss Re AG/Novartis AG/Holcim Ltd

ISIN: CH1358043136 Security: 135804313 Symbol: n.a. Life cycle
gray-market

Bid Price 98.53%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 29.07.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Swiss Re N107.7108.40CHF102.980 (95.00%)-0.65%65.040 (60.00%)39.61%
Novartis N98.0797.005CHF92.155 (95.00%)1.09%58.203 (60.00%)40.65%
Holcim N81.3483.82CHF79.629 (95.00%)-3.05%50.292 (60.00%)38.17%

Reference data

ISIN CH1358043136
Security 135804313
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.)SREN + 4.23%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date26.07.2024
Payment day05.08.2024
First trading day05.08.2024
Last trading day27.07.2026
Final fixing day27.07.2026
Redemption date03.08.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date25.07.2025
Residual term727
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 -2.96%

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 Return0.80%
Cash value of fixed income investment upon issue98.42%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.08.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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