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8.55% p.a. ZKB Autocallable Reverse Convertible, 18.07.2025 on worst of WFC UN/MS UN/JPM UN
JPMorgan Chase & Co/Morgan Stanley/Wells Fargo & Co

ISIN: CH1358038839 Security: 135803883 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.89%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 11:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
JPMorgan Chase A200.34208.0321USD160.18 (77.00%)20.04%6.2428
Morgan Stanley A92.97103.5116USD79.70 (77.00%)14.27%12.5464
Wells Fargo A52.3659.6191USD45.91 (77.00%)12.32%21.7833

Reference data

ISIN CH1358038839
Security 135803883
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)JPM + 8.55%
Coupon paymentguaranteed
Interest portion p.a.JPM
Premium portion p.a.8.554%
Coupon date21.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.07.2024
Payment day18.07.2024
First trading day18.07.2024
Last trading day11.07.2025
Final fixing day11.07.2025
Redemption date18.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term337
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -12.18%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.01%
Cash value of fixed income investment upon issue95.23%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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