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11.00% p.a. ZKB Autocallable Reverse Convertible, 10.01.2025 on worst of BNP FP/CFR SE
BNP Paribas SA/Compagnie Financière Richemont SA

ISIN: CH1358036221 Security: 135803622 Symbol: n.a. Life cycle
Secondary market

Bid Price 96.90%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 150'000.00

Volume n.a.

Date/time (realtime) 22.11.2024 05:45:39

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BNP Paribas A56.9260.045EUR49.52 (82.48%)12.99%n.a.
Cie Fin Richemont N118.55142.45CHF117.49 (82.48%)0.89%n.a.

Reference data

ISIN CH1358036221
Security 135803622
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BNP + 11.00%
Coupon paymentguaranteed
Interest portion p.a.BNP
Premium portion p.a.11.000%
Coupon date04.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.06.2024
Payment day04.07.2024
First trading day04.07.2024
Last trading day03.01.2025
Final fixing day03.01.2025
Redemption date10.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term39
Issue amount150'000.00

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 -16.78%

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 Return3.60%
Cash value of fixed income investment upon issue98.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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