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5.00% p.a. ZKB Autocallable Reverse Convertible, 18.07.2025 on worst of GF SE/SGSN SE/ABBN SE
ABB Ltd/SGS Ltd/Georg Fischer AG

ISIN: CH1358038995 Security: 135803899 Symbol: n.a. Life cycle
gray-market

Bid Price 99.80%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 40'000.00

Volume n.a.

Date/time (realtime) 11.07.2024 05:40:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N50.850.67CHF43.08 (85.02%)15.20%23.2141
SGS N81.781.42CHF69.22 (85.02%)15.28%14.4468
Georg Fischer N62.662.40CHF53.05 (85.02%)15.26%18.8503

Reference data

ISIN CH1358038995
Security 135803899
Symbol n.a.
Currency CHF
Currency hedging No
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 date20.01.2025
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 term364
Issue amount40'000.00

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 0.26%

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 Return0.99%
Cash value of fixed income investment upon issue99.02%
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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