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ZKB Autocallable Barrier Reverse Convertible on worst of
JPMorgan Chase & Co/Coca-Cola Co/BP PLC/Spotify Technology S.A.

ISIN: CH1402496868 Security: 140249686 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
JPMorgan Chase A264.95246.05USD246.05
(100.00%)
5.38%123.025
(50.00%)
52.69%4.0642
Coca-Cola A71.0263.495USD63.50
(100.00%)
8.68%31.748
(50.00%)
54.34%15.7493
BP ARD31.7229.385USD29.39
(100.00%)
2.67%14.693
(50.00%)
51.33%34.0310
Spotify Technology N710.85485.925USD485.93
(100.00%)
21.73%242.963
(50.00%)
60.86%2.0579

Reference data

ISIN CH1402496868
Security 140249686
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

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

Life cycle

Issue price100.00%
Initial fixing date03.12.2024
Payment day10.12.2024
First trading day10.12.2024
Last trading day03.06.2026
Final fixing day03.06.2026
Redemption date10.06.2026
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date03.09.2025
Residual term353
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 2.74%

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 date10.06.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date02.06.2025
Redemption amount1'000.00

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