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12.00% p.a. ZKB Autocallable Reverse Convertible, 26.06.2025 on worst of GLE FP/UCG IM/SAN SQ
Unicredit SpA/Banco Santander SA/Société Générale SA

ISIN: CH1358033533 Security: 135803353 Symbol: n.a. Life cycle
gray-market

Bid Price 99.59%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 21.06.2024 01:26:53

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
UNICREDIT34.497534.155EUR23.14 (67.75%)32.92%n.a.
Banco Santander N4.4414.4388EUR3.01 (67.75%)30.48%n.a.
Societe Generale A22.12522.1425EUR15.00 (67.75%)32.07%n.a.

Reference data

ISIN CH1358033533
Security 135803353
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)UCG + 12.00%
Coupon paymentguaranteed
Interest portion p.a.UCG
Premium portion p.a.12.000%
Coupon date26.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date19.06.2024
Payment day26.06.2024
First trading day26.06.2024
Last trading day19.06.2025
Final fixing day19.06.2025
Redemption date26.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term362
Issue amount200'000.00

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 -2.55%

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 Return5.11%
Cash value of fixed income investment upon issue95.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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