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ZKB Autocallable Barrier Reverse Convertible on worst of
Bank of America Corp/Goldman Sachs Group Inc/JPMorgan Chase & Co/Morgan Stanley

ISIN: CH1394341205 Security: 139434120 Symbol: n.a. Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bank of America A44.0946.245USD46.25
(100.00%)
-3.18%30.059
(65.00%)
32.93%108.1198
Goldman Sachs Grp A613.54582.53USD582.53
(100.00%)
3.93%378.645
(65.00%)
37.56%8.5832
JPMorgan Chase A264.95243.13USD243.13
(100.00%)
8.26%158.035
(65.00%)
40.37%20.5651
Morgan Stanley A129.49133.00USD133.00
(100.00%)
-2.03%86.450
(65.00%)
33.68%37.5940

Reference data

ISIN CH1394341205
Security 139434120
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)BAC + 10.04%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date19.11.2024
Payment day26.11.2024
First trading day26.11.2024
Last trading day18.05.2026
Final fixing day18.05.2026
Redemption date26.05.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date19.11.2025
Residual term336
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 5'000.00
Performance of underlying since issue -3.08%

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.05.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date19.05.2025
Redemption amount5'000.00

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