Inhaltsseite: Home

ZKB Autocallable Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG/Swiss Re AG

ISIN: CH1358055452 Security: 135805545 Symbol: n.a. Life cycle
gray-market

Bid Price 99.75%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 12.09.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Nestlé N87.8887.71CHF87.710 (100.00%)0.19%52.626 (60.00%)40.12%
Novartis N98.4498.45CHF98.450 (100.00%)-0.01%59.070 (60.00%)39.99%
Roche GS263261.55CHF261.550 (100.00%)0.55%156.930 (60.00%)40.33%
Swiss Re N115.2115.05CHF115.050 (100.00%)0.13%69.030 (60.00%)40.08%

Reference data

ISIN CH1358055452
Security 135805545
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)NESN + 4.92%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date12.09.2024
Payment day19.09.2024
First trading day19.09.2024
Last trading day12.03.2026
Final fixing day12.03.2026
Redemption date19.03.2026
Redemption typeCash Settlement
Early redemptionYes
Next observation date12.03.2025
Residual term545
Issue amount25'000.00

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 -0.01%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.59%
Cash value of fixed income investment upon issue99.12%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading