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9.13% p.a. ZKB Autocallable Barrier Reverse Convertible, 22.08.2025 on worst of BAER SE/ABBN SE/UBSG SE/GF SE
Julius Baer Gruppe AG/ABB Ltd/UBS Group AG/Georg Fischer AG

ISIN: CH1358049331 Security: 135804933 Symbol: n.a. Life cycle
gray-market

Bid Price 99.57%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 45'000.00

Volume n.a.

Date/time (realtime) 16.08.2024 03:15:11

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Julius Baer Grp N50.3250.25CHF50.250 (100.00%)0.10%35.175 (70.00%)30.07%
ABB N47.2147.23CHF47.230 (100.00%)-0.11%33.061 (70.00%)29.93%
UBS Group AG26.226.27CHF26.270 (100.00%)-0.27%18.389 (70.00%)29.81%
Georg Fischer N63.763.80CHF63.800 (100.00%)-0.08%44.660 (70.00%)29.95%

Reference data

ISIN CH1358049331
Security 135804933
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.)BAER + 9.13%
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 term363
Issue amount45'000.00

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 -0.27%

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 Return0.77%
Cash value of fixed income investment upon issue99.24%
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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