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8.00% p.a. ZKB Autocallable Reverse Convertible, 27.06.2025 on worst of BN FP/UNA NA/HEIA NA
Heineken NV/Danone SA/Unilever NV

ISIN: CH1358034705 Security: 135803470 Symbol: n.a. Life cycle
Secondary market

Bid Price 90.16%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:32

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Heineken A69.8892.94EUR79.46 (85.50%)-13.71%12.5844
DANONE A64.4858.54EUR50.05 (85.50%)22.38%19.9793
Unilever PLC N54.5652.38EUR44.78 (85.50%)17.92%22.3290

Reference data

ISIN CH1358034705
Security 135803470
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)HEIA + 8.00%
Coupon paymentguaranteed
Interest portion p.a.HEIA
Premium portion p.a.8.000%
Coupon date27.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date21.06.2024
Payment day27.06.2024
First trading day27.06.2024
Last trading day23.06.2025
Final fixing day23.06.2025
Redemption date27.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term213
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 -24.81%

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 Return3.37%
Cash value of fixed income investment upon issue96.74%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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