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11.44% p.a. ZKB Autocallable Reverse Convertible, 10.06.2025 on worst of STLAM IM/MBG GY
Mercedes-Benz Group AG/Stellantis N.V.

ISIN: CH1329139724 Security: 132913972 Symbol: n.a. Life cycle
Secondary market

Bid Price 84.52%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 500'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:38

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Daimler N52.2766.50EUR49.88 (75.00%)4.58%n.a.
Stellantis N.V.12.5220.245EUR15.18 (75.00%)-21.28%n.a.

Reference data

ISIN CH1329139724
Security 132913972
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)MBG + 11.45%
Coupon paymentguaranteed
Interest portion p.a.MBG
Premium portion p.a.11.445%
Coupon date10.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.06.2024
Payment day10.06.2024
First trading day10.06.2024
Last trading day03.06.2025
Final fixing day03.06.2025
Redemption date10.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term190
Issue amount500'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -38.16%

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 issue95.05%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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