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6.50% p.a. ZKB Autocallable Reverse Convertible, 09.02.2026 on worst of LOGN SE/LONN SE/CFR SE
Logitech International SA/Lonza Group AG/Compagnie Financière Richemont SA

ISIN: CH1358044548 Security: 135804454 Symbol: n.a. Life cycle
gray-market

Bid Price 93.27%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 02.08.2024 01:40:12

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Logitech Intl N73.1279.18CHF58.91 (74.40%)21.31%16.9751
Lonza Grp N558.4587.40CHF437.03 (74.40%)22.81%2.2882
Cie Fin Richemont N127.55134.00CHF99.70 (74.40%)22.93%10.0305

Reference data

ISIN CH1358044548
Security 135804454
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)LOGN + 6.50%
Coupon paymentguaranteed
Interest portion p.a.LOGN
Premium portion p.a.6.500%
Coupon date11.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.08.2024
Payment day09.08.2024
First trading day09.08.2024
Last trading day02.02.2026
Final fixing day02.02.2026
Redemption date09.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term546
Issue amount50'000.00

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 -5.46%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.77%
Cash value of fixed income investment upon issue98.86%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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