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11.76% p.a. ZKB Autocallable Barrier Reverse Convertible, 28.10.2024 on worst of LONN SE/ABBN SE/PGHN SE
ABB Ltd/Lonza Group AG/Partners Group Holding AG

ISIN: CH1303991140 Security: 130399114 Symbol: n.a. Life cycle
redeemed

Bid Price 99.97%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 60'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 08:00:03

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N44.8635.55CHF35.55
(100.00%)
26.38%24.530
(69.00%)
49.20%281.2940
Lonza Grp N563364.90CHF364.90
(100.00%)
28.08%251.781
(69.00%)
50.38%27.4048
Part Grp Hldg N11121'110.50CHF1'110.50
(100.00%)
7.19%766.245
(69.00%)
35.96%9.0050

Reference data

ISIN CH1303991140
Security 130399114
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)ABBN + 11.76%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date19.01.2024
Payment day26.01.2024
First trading day26.01.2024
Last trading day21.10.2024
Final fixing day21.10.2024
Redemption date28.10.2024
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date19.08.2024
Residual term79
Issue amount60'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue 7.74%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher 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 Return1.49%
Cash value of fixed income investment upon issue98.89%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date19.07.2024
Redemption amount10'000.00

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