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4.89% p.a. ZKB Autocallable Reverse Convertible, 29.07.2025 on worst of HOLN SE/ZURN SE/SREN SE
Swiss Re AG/Zurich Insurance Group AG/Holcim Ltd

ISIN: CH1358041668 Security: 135804166 Symbol: n.a. Life cycle
gray-market

Bid Price 99.83%

Ask Price n.a.

Currency CHF

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
Swiss Re N106.05106.175CHF87.06 (82.00%)17.90%57.4293
Zurich Insurance N473.9474.25CHF388.89 (82.00%)17.94%12.8573
Holcim N84.1483.71CHF68.64 (82.00%)18.42%72.8415

Reference data

ISIN CH1358041668
Security 135804166
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)SREN + 4.89%
Coupon paymentguaranteed
Interest portion p.a.SREN
Premium portion p.a.4.889%
Coupon date29.10.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date22.07.2024
Payment day29.07.2024
First trading day29.07.2024
Last trading day22.07.2025
Final fixing day22.07.2025
Redemption date29.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term364
Issue amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -0.12%

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 Return0.96%
Cash value of fixed income investment upon issue99.05%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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