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10.00% p.a. ZKB Autocallable Barrier Reverse Convertible, 02.09.2025 on worst of CSX UW/DE UN/HAL UN
CSX Corp/Deere & Co/Halliburton Co

ISIN: CH1358050412 Security: 135805041 Symbol: n.a. Life cycle
gray-market

Bid Price 99.96%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 1'000'000.00

Volume n.a.

Date/time (realtime) 23.08.2024 05:30:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
CSX Corp A33.6933.585USD31.906 (95.00%)0.31%20.151 (60.00%)40.19%
Deere & Co A381.18380.635USD361.603 (95.00%)0.12%228.381 (60.00%)40.07%
Halliburton A31.7631.565USD29.987 (95.00%)0.13%18.939 (60.00%)40.08%

Reference data

ISIN CH1358050412
Security 135805041
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 100'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)CSX + 10.00%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date23.08.2024
Payment day30.08.2024
First trading day30.08.2024
Last trading day25.08.2025
Final fixing day25.08.2025
Redemption date02.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date21.11.2024
Residual term364
Issue amount1'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 100'000.00
Performance of underlying since issue 0.12%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.28%
Cash value of fixed income investment upon issue95.87%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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