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7.00% p.a. ZKB Autocallable Barrier Reverse Convertible, 09.03.2026 on worst of SLHN SE/ZURN SE/BALN SE
Baloise-Holding AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1358044787 Security: 135804478 Symbol: n.a. Life cycle
in subscription, indicative

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 N154.9154.4384CHF154.438 (100.00%)n.a.113.512 (73.50%)n.a.
Swiss Life N649.8647.2952CHF647.295 (100.00%)n.a.475.762 (73.50%)n.a.
Zurich Insurance N466.3465.1507CHF465.151 (100.00%)n.a.341.886 (73.50%)n.a.

Reference data

ISIN CH1358044787
Security 135804478
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)BALN + 7.00%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date29.08.2024
Payment day05.09.2024
First trading day05.09.2024
Last trading day02.03.2026
Final fixing day02.03.2026
Redemption date09.03.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date29.08.2024
Residual term576
Issue amount3'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
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 Return0.67%
Cash value of fixed income investment upon issue99.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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