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5.00% p.a. ZKB Autocallable Barrier Reverse Convertible, 22.08.2025 on worst of NOVN SE/ROG SE/HOLN SE
Novartis AG/Roche Holding AG/Holcim Ltd

ISIN: CH1358049240 Security: 135804924 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.39%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 10.09.2024 04:13:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Novartis N98.8898.655CHF98.655 (100.00%)0.58%59.077 (59.88%)40.46%
Roche GS267.6281.55CHF281.550 (100.00%)-4.70%168.600 (59.88%)37.30%
Holcim N79.477.16CHF77.160 (100.00%)3.31%46.206 (59.88%)42.10%

Reference data

ISIN CH1358049240
Security 135804924
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.)NOVN + 5.00%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date15.08.2024
Payment day22.08.2024
First trading day22.08.2024
Last trading day15.08.2025
Final fixing day15.08.2025
Redemption date22.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date17.02.2025
Residual term338
Issue amount300'000.00

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 -4.49%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.74%
Cash value of fixed income investment upon issue99.27%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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