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ZKB Callable Barrier Reverse Convertible on worst of
SMI® Index/S&P 500® Index/Nikkei 225® Index/EURO STOXX 50® Index

ISIN: CH1358043581 Security: 135804358 Symbol: Z24BJZ Life cycle
gray-market

Bid Price n.a.

Ask Price n.a.

Currency qn.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
SMI® Index12214.912'203.63CHF12'203.63
(100.00%)
n.a.9'152.723
(75.00%)
n.a.n.a.
S&P 500® Indexn.a.5'461.99USD5'461.99
(100.00%)
n.a.4'096.493
(75.00%)
n.a.n.a.
Nikkei 225® Indexn.a.38'468.63JPY38'468.63
(100.00%)
n.a.28'851.473
(75.00%)
n.a.n.a.
EURO STOXX 50® Index4815.394'813.57EUR4'813.57
(100.00%)
n.a.3'610.178
(75.00%)
n.a.n.a.

Reference data

ISIN CH1358043581
Security 135804358
Symbol Z24BJZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'062.36

Coupon

Coupon (Coupon p.a.)6.24% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.0.90%
Premium portion p.a.4.10%
Coupon date06.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date29.07.2024
Payment day06.08.2024
First trading day06.08.2024
Last trading day29.10.2025
Final fixing day29.10.2025
Redemption date05.11.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term455
Issue amount5'000'000.00

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

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher 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, EEA, Guernsey, GB

Redemption

Redemption date05.11.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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