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ZKB Autocallable Reverse Convertible on worst of
Estee Lauder Companies Inc/Fedex Corp/Visa Inc

ISIN: CH1329128909 Security: 132912890 Symbol: n.a. Life cycle
Secondary market

Bid Price 65.75%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 300'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:30

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Estee Lauder A69.93147.4837USD110.61 (75.00%)-60.29%45.2027
Fedex A299.97269.2045USD201.90 (75.00%)33.04%24.7643
Visa A -A-309.92274.1384USD205.60 (75.00%)33.54%24.3186

Reference data

ISIN CH1329128909
Security 132912890
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)EL + 11.27%
Coupon paymentguaranteed
Interest portion p.a.EL
Premium portion p.a.11.265%
Coupon date30.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.04.2024
Payment day30.04.2024
First trading day30.04.2024
Last trading day23.04.2025
Final fixing day23.04.2025
Redemption date30.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term149
Issue amount300'000.00

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 -53.21%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.29%
Cash value of fixed income investment upon issue94.98%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date30.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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