Inhaltsseite: Home

10.54% p.a. ZKB Autocallable Reverse Convertible, 28.07.2025 on worst of BAC UN/WFC UN/JPM UN
Bank of America Corp/JPMorgan Chase & Co/Wells Fargo & Co

ISIN: CH1358041346 Security: 135804134 Symbol: n.a. Life cycle
gray-market

Bid Price 100.04%

Ask Price n.a.

Currency USD

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bank of America A42.25542.3559USD36.00 (85.00%)15.09%27.7758
JPMorgan Chase A210.04209.8693USD178.39 (85.00%)15.38%5.6057
Wells Fargo A58.9359.2427USD50.36 (85.00%)14.74%19.8585

Reference data

ISIN CH1358041346
Security 135804134
Symbol n.a.
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BAC + 10.54%
Coupon paymentguaranteed
Interest portion p.a.BAC
Premium portion p.a.10.540%
Coupon date28.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.07.2024
Payment day26.07.2024
First trading day26.07.2024
Last trading day21.07.2025
Final fixing day21.07.2025
Redemption date28.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term363
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 -0.30%

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 Return4.88%
Cash value of fixed income investment upon issue95.32%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading