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7.34% p.a. ZKB Autocallable Reverse Convertible, 19.07.2027 on worst of CVS UN/MELI UW
CVS Health Corp/MercadoLibre Inc

ISIN: CH1358039217 Security: 135803921 Symbol: n.a. Life cycle
gray-market

Bid Price 100.06%

Ask Price n.a.

Currency qCHF

Exchange ZKB

Volume 250'000.00

Volume n.a.

Date/time (realtime) 12.07.2024 05:25:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
CVS Health Corp N58.458.356USD46.68 (80.00%)20.06%n.a.
MercadoLibre N1727.5551'714.2661USD1'371.41 (80.00%)20.62%n.a.

Reference data

ISIN CH1358039217
Security 135803921
Symbol n.a.
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)CVS + 7.34%
Coupon paymentguaranteed
Interest portion p.a.CVS
Premium portion p.a.7.337%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.07.2024
Payment day19.07.2024
First trading day19.07.2024
Last trading day12.07.2027
Final fixing day12.07.2027
Redemption date19.07.2027
Redemption typeCash Settlement
Early redemptionNo
Residual term1'094
Issue amount250'000.00

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 0.08%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.88%
Cash value of fixed income investment upon issue97.40%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.07.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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