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ZKB Autocallable Barrier Reverse Convertible on worst of
Kering SA/L'Oréal S.A./Moët Hennessy Louis Vuitton SE

ISIN: CH1358056450 Security: 135805645 Symbol: n.a. Life cycle
gray-market

Bid Price 96.77%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 1'200'000.00

Volume n.a.

Date/time (realtime) 18.09.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Kering N227225.55EUR225.550 (100.00%)0.64%135.330 (60.00%)40.38%
L'Oréal A365.8365.90EUR365.900 (100.00%)-0.03%219.540 (60.00%)39.98%
LVMH A595.9603.60EUR603.600 (100.00%)-1.29%362.160 (60.00%)39.22%

Reference data

ISIN CH1358056450
Security 135805645
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 50'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)KER + 9.03%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date16.09.2024
Payment day23.09.2024
First trading day23.09.2024
Last trading day16.09.2025
Final fixing day16.09.2025
Redemption date23.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date16.12.2024
Residual term362
Issue amount1'200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 50'000.00
Performance of underlying since issue -1.28%

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 Return2.71%
Cash value of fixed income investment upon issue97.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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