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ZKB Autocallable Reverse Convertible on worst of
Julius Baer Gruppe AG/Helvetia Holding AG/Baloise-Holding AG

ISIN: CH1304000826 Security: 130400082 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.09%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 31.07.2024 05:40:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Julius Baer Grp N48.0546.04CHF34.53 (75.00%)28.14%28.9603
Helvetia Hldg N131.2123.40CHF92.55 (75.00%)29.46%10.8050
Bâloise-Hldg N157.5139.30CHF104.48 (75.00%)33.67%9.5717

Reference data

ISIN CH1304000826
Security 130400082
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BAER + 6.34%
Coupon paymentguaranteed
Interest portion p.a.BAER
Premium portion p.a.6.337%
Coupon date16.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.02.2024
Payment day14.02.2024
First trading day14.02.2024
Last trading day09.02.2026
Final fixing day09.02.2026
Redemption date16.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term556
Issue amount50'000.00

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 4.37%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 Return1.19%
Cash value of fixed income investment upon issue97.66%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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