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ZKB Autocallable RC Defensive on worst of
ABB N/Siemens N/Schneider Electric A

ISIN: CH1358036056 Security: 135803605 Symbol: Z24BGZ Life cycle
Secondary market

Bid Price 99.18%

Ask Price 99.88%

Currency qCHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 12.07.2024 05:14:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N51.8449.80CHF39.69 (79.70%)23.58%n.a.
Siemens N184.16173.54EUR138.31 (79.70%)25.03%n.a.
Schneider Electric A234.9226.30EUR180.36 (79.70%)23.36%n.a.

Reference data

ISIN CH1358036056
Security 135803605
Symbol Z24BGZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)ABBN + 5.00%
Coupon paymentguaranteed
Interest portion p.a.ABBN
Premium portion p.a.5.000%
Coupon date07.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date27.06.2024
Payment day05.07.2024
First trading day05.07.2024
Last trading day29.12.2025
Final fixing day29.12.2025
Redemption date05.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term533
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 4.00%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date05.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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