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

ISIN: CH1358056534 Security: 135805653 Symbol: n.a. Life cycle
Secondary market

Bid Price 92.19%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 400'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:51

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Daimler N51.8556.795EUR56.80
(100.00%)
-9.54%39.757
(70.00%)
23.32%n.a.
BMW A67.9472.98EUR72.98
(100.00%)
-7.42%51.086
(70.00%)
24.81%n.a.
Autoneum Holding N101.4112.80CHF112.80
(100.00%)
-11.24%78.960
(70.00%)
22.13%n.a.

Reference data

ISIN CH1358056534
Security 135805653
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'080.63

Coupon

Coupon (Coupon p.a.)8.06% (8.06% )
Coupon paymentguaranteed
Interest portion p.a.0.62%
Premium portion p.a.7.44%
Coupon date24.09.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date17.09.2024
Payment day24.09.2024
First trading day24.09.2024
Last trading day17.09.2025
Final fixing day17.09.2025
Redemption date24.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term299
Issue amount400'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -10.11%

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 Return0.62%
Cash value of fixed income investment upon issue99.38%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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