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ZKB Autocallable Barrier Reverse Convertible on worst of
Itau Unibanco Holding SA/NVIDIA Corp/Petroleo Brasileiro SA - Petrobras

ISIN: CH1402499136 Security: 140249913 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.20%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 240'000.00

Volume n.a.

Date/time (realtime) 18.12.2024 05:40:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Itau Unibanco Hldg A4.9755.4475USD5.45
(100.00%)
-7.50%3.269
(60.00%)
35.50%917.8522
NVIDIA A131.49137.4774USD137.48
(100.00%)
-1.57%82.486
(60.00%)
39.06%36.3696
Petro Brasil A12.85514.553USD14.55
(100.00%)
-10.68%8.732
(60.00%)
33.59%343.5718

Reference data

ISIN CH1402499136
Security 140249913
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.)ITUB + 22.89%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date11.12.2024
Payment day18.12.2024
First trading day18.12.2024
Last trading day11.12.2025
Final fixing day11.12.2025
Redemption date18.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date11.03.2025
Residual term357
Issue amount240'000.00

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 -9.65%

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 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 date18.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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