Inhaltsseite: Home

11.20% p.a. ZKB Autocallable Barrier Reverse Convertible, 26.08.2025 on worst of HOLN SE/LONN SE/SCMN SE/VACN SE
Holcim Ltd/Lonza Group AG/Swisscom AG/VAT Group AG

ISIN: CH1358049547 Security: 135804954 Symbol: n.a. Life cycle
Secondary market

Bid Price 97.05%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 10.09.2024 04:10:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Holcim N79.4479.12CHF79.120 (100.00%)0.43%46.681 (59.00%)41.25%
Lonza Grp N546550.20CHF550.200 (100.00%)-0.84%324.618 (59.00%)40.50%
Swisscom N549532.75CHF532.750 (100.00%)2.96%314.323 (59.00%)42.75%
VAT Group N396.3432.15CHF432.150 (100.00%)-9.46%254.969 (59.00%)35.42%

Reference data

ISIN CH1358049547
Security 135804954
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)HOLN + 11.20%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date19.08.2024
Payment day26.08.2024
First trading day26.08.2024
Last trading day19.08.2025
Final fixing day19.08.2025
Redemption date26.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date19.02.2025
Residual term342
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue -8.64%

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 Return0.75%
Cash value of fixed income investment upon issue99.26%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading