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7.31% p.a. ZKB Autocallable Reverse Convertible, 23.06.2025 on worst of SHELL NA/IBE SQ/TTE FP
Iberdrola SA/TotalEnergies SE/Shell PLC

ISIN: CH1358032451 Security: 135803245 Symbol: n.a. Life cycle
Secondary market

Bid Price 99.69%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:34

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Iberdrola A13.58512.06EUR9.65 (80.00%)28.98%103.6484
Total A57.0961.06EUR48.85 (80.00%)14.44%20.4717
Royal Dutch Shell A31.6132.24EUR25.79 (80.00%)18.41%38.7717

Reference data

ISIN CH1358032451
Security 135803245
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)IBE + 7.31%
Coupon paymentguaranteed
Interest portion p.a.IBE
Premium portion p.a.7.308%
Coupon date23.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.06.2024
Payment day21.06.2024
First trading day21.06.2024
Last trading day16.06.2025
Final fixing day16.06.2025
Redemption date23.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term203
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -6.50%

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 Return3.38%
Cash value of fixed income investment upon issue96.71%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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