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7.42% p.a. ZKB Autocallable Reverse Convertible, 01.07.2027 on worst of MSFT UW/AAPL UW/GOOGL UW/AMZN UW
Apple Inc/Amazon.com Inc/Alphabet Inc/Microsoft Corp

ISIN: CH1358035025 Security: 135803502 Symbol: n.a. Life cycle
Secondary market

Bid Price 98.00%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 110'000.00

Volume n.a.

Date/time (realtime) 16.07.2024 05:40:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Apple A234.82209.18USD167.34 (80.00%)28.49%n.a.
Amazon.Com A193.02189.98USD151.98 (80.00%)21.64%n.a.
Alphabet A -A-183.92179.815USD143.85 (80.00%)22.56%n.a.
Microsoft N449.52451.64USD361.31 (80.00%)19.49%n.a.

Reference data

ISIN CH1358035025
Security 135803502
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)AAPL + 7.42%
Coupon paymentguaranteed
Interest portion p.a.AAPL
Premium portion p.a.7.424%
Coupon date01.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.06.2024
Payment day01.07.2024
First trading day01.07.2024
Last trading day24.06.2027
Final fixing day24.06.2027
Redemption date01.07.2027
Redemption typeCash Settlement
Early redemptionNo
Residual term1'071
Issue amount110'000.00

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 -0.63%

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 marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.82%
Cash value of fixed income investment upon issue92.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.07.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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