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ZKB Autocallable Barrier Reverse Convertible on worst of
Swiss Life Holding AG/Swiss Re AG/Zurich Insurance Group AG

ISIN: CH1341411978 Security: 134141197 Symbol: Z0A7SZ Life cycle
gray-market

Bid Price 99.29%

Ask Price 99.99%

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 18.10.2024 05:17:50

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Swiss Life N722.4716.20CHF680.390 (95.00%)n.a.465.530 (65.00%)n.a.
Swiss Re N116.8117.30CHF111.435 (95.00%)n.a.76.245 (65.00%)n.a.
Zurich Insurance N527.4523.40CHF497.230 (95.00%)n.a.340.210 (65.00%)n.a.

Reference data

ISIN CH1341411978
Security 134141197
Symbol Z0A7SZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)SLHN + 5.00%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date15.10.2024
Payment day22.10.2024
First trading day22.10.2024
Last trading day15.07.2026
Final fixing day15.07.2026
Redemption date22.07.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date11.04.2025
Residual term633
Issue amount18'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue

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 Return0.43%
Cash value of fixed income investment upon issue99.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.07.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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