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7.02% p.a. ZKB Autocallable Reverse Convertible, 23.10.2024 on worst of MSFT UW/BAC UN/AMZN UW
Amazon.com Inc/Bank of America Corp/Microsoft Corp

ISIN: CH1329126234 Security: 132912623 Symbol: n.a. Life cycle
redeemed

Bid Price 100.68%

Ask Price n.a.

Currency qGBP

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 16.07.2024 11:50:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Amazon.Com A180.83182.50USD127.75 (70.00%)33.71%n.a.
Bank of America A42.1935.615USD24.93 (70.00%)40.49%n.a.
Microsoft N428.9414.345USD290.04 (70.00%)36.11%n.a.

Reference data

ISIN CH1329126234
Security 132912623
Symbol n.a.
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)AMZN + 7.02%
Coupon paymentguaranteed
Interest portion p.a.AMZN
Premium portion p.a.7.018%
Coupon date23.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date16.04.2024
Payment day23.04.2024
First trading day23.04.2024
Last trading day16.10.2024
Final fixing day16.10.2024
Redemption date23.10.2024
Redemption typeCash Settlement
Early redemption16.07.2024
Residual term83
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue 5.60%

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 marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.21%
Cash value of fixed income investment upon issue97.50%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.10.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date16.07.2024
Redemption amount1'000.00

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