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ZKB Callable Barrier Reverse Convertible on worst of
ABB Ltd/Geberit AG/Schindler Holding AG/Stadler Rail AG

ISIN: CH1341411234 Security: 134141123 Symbol: n.a. Life cycle
gray-market

Bid Price 100.75%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 400'000.00

Volume n.a.

Date/time (realtime) 18.10.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N49.5450.18CHF50.18
(100.00%)
-1.29%29.606
(59.00%)
40.24%19.9283
Geberit N532.4524.10CHF524.10
(100.00%)
1.56%309.219
(59.00%)
41.92%1.9080
Schindler Hldg PS260249.50CHF249.50
(100.00%)
4.04%147.205
(59.00%)
43.38%4.0080
Stadler Rail N26.0525.45CHF25.45
(100.00%)
2.30%15.016
(59.00%)
42.36%39.2927

Reference data

ISIN CH1341411234
Security 134141123
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.31

Coupon

Coupon (Coupon p.a.)15.03% (10.02% )
Coupon paymentguaranteed
Interest portion p.a.0.47%
Premium portion p.a.9.55%
Coupon date21.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.10.2024
Payment day21.10.2024
First trading day21.10.2024
Last trading day14.04.2026
Final fixing day14.04.2026
Redemption date21.04.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term541
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 -1.28%

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 Return0.47%
Cash value of fixed income investment upon issue99.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.04.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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