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6.25% p.a. ZKB Autocallable Reverse Convertible, 08.08.2025 on worst of SREN SE/SLHN SE/ZURN SE
Swiss Life Holding AG/Swiss Re AG/Zurich Insurance Group AG

ISIN: CH1358044464 Security: 135804446 Symbol: n.a. Life cycle
gray-market

Bid Price 99.75%

Ask Price n.a.

Currency qEUR

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 31.07.2024 05:40:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Swiss Life N673.8673.70CHF527.62 (78.32%)21.69%n.a.
Swiss Re N108.45108.775CHF85.19 (78.32%)21.45%n.a.
Zurich Insurance N483.2484.20CHF379.21 (78.32%)21.52%n.a.

Reference data

ISIN CH1358044464
Security 135804446
Symbol n.a.
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)SLHN + 6.25%
Coupon paymentguaranteed
Interest portion p.a.SLHN
Premium portion p.a.6.250%
Coupon date08.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.07.2024
Payment day08.08.2024
First trading day08.08.2024
Last trading day31.07.2025
Final fixing day31.07.2025
Redemption date08.08.2025
Redemption typeCash 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 EUR 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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.09%
Cash value of fixed income investment upon issue97.00%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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