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ZKB Barrier Reverse Convertible on worst of
Mercedes-Benz Group AG/Bayerische Motoren Werke AG/Autoneum Holding AG

ISIN: CH1358056419 Security: 135805641 Symbol: n.a. Life cycle
gray-market

Bid Price 100.03%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 35'000.00

Volume n.a.

Date/time (realtime) 17.09.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Daimler N57.1756.44EUR56.44
(100.00%)
1.28%36.686
(65.00%)
35.83%n.a.
BMW A72.9272.82EUR72.82
(100.00%)
0.14%47.333
(65.00%)
35.09%n.a.
Autoneum Holding N115.2113.70CHF113.70
(100.00%)
1.30%73.905
(65.00%)
35.85%n.a.

Reference data

ISIN CH1358056419
Security 135805641
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'075.49

Coupon

Coupon (Coupon p.a.)7.55% (7.55% )
Coupon paymentguaranteed
Interest portion p.a.2.71%
Premium portion p.a.4.84%
Coupon date23.09.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

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 typeCash Settlement
Early redemptionNo
Residual term363
Issue amount35'000.00

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 0.14%

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 securitiesNo
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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