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8.57% p.a. ZKB Autocallable Reverse Convertible, 16.04.2025 on worst of MS UN/WFC UN/BAC UN
Bank of America Corp/Morgan Stanley/Wells Fargo & Co

ISIN: CH1358038474 Security: 135803847 Symbol: n.a. Life cycle
Secondary market

Bid Price 100.25%

Ask Price n.a.

Currency qGBP

Exchange ZKB

Volume 200'000.00

Volume n.a.

Date/time (realtime) 21.11.2024 05:39:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bank of America A46.76541.0004USD31.57 (77.00%)32.63%n.a.
Morgan Stanley A135.03101.0652USD77.82 (77.00%)42.35%n.a.
Wells Fargo A75.8659.2069USD45.59 (77.00%)39.52%n.a.

Reference data

ISIN CH1358038474
Security 135803847
Symbol n.a.
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BAC + 8.57%
Coupon paymentguaranteed
Interest portion p.a.BAC
Premium portion p.a.8.575%
Coupon date16.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.07.2024
Payment day16.07.2024
First trading day16.07.2024
Last trading day09.04.2025
Final fixing day09.04.2025
Redemption date16.04.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term138
Issue amount200'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue 14.29%

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 Return4.94%
Cash value of fixed income investment upon issue96.45%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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