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ZKB Autocallable Barrier Reverse Convertible on worst of
L'Oréal S.A./SAP SE/Sanofi SA

ISIN: CH1341411028 Security: 134141102 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.11%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 25'000.00

Volume n.a.

Date/time (realtime) 18.10.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
L'Oréal A372.7390.95EUR371.403 (95.00%)-4.90%234.570 (60.00%)37.06%
SAP A212.85206.925EUR196.579 (95.00%)2.78%124.155 (60.00%)41.67%
Sanofi A100.82100.29EUR95.276 (95.00%)0.53%60.174 (60.00%)40.32%

Reference data

ISIN CH1341411028
Security 134141102
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)OR + 6.63%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date11.10.2024
Payment day18.10.2024
First trading day18.10.2024
Last trading day12.10.2026
Final fixing day12.10.2026
Redemption date19.10.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date13.10.2025
Residual term722
Issue amount25'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -4.67%

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 Return2.30%
Cash value of fixed income investment upon issue95.55%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.10.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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