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5.00% p.a. ZKB Autocallable Reverse Convertible, 14.08.2025 on worst of PSPN SE/EFGN SE/BAER SE
Julius Baer Gruppe AG/EFG International AG/PSP Swiss Property AG

ISIN: CH1358046584 Security: 135804658 Symbol: n.a. Life cycle
gray-market

Bid Price 100.62%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 100'000.00

Volume n.a.

Date/time (realtime) 07.08.2024 03:25:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Julius Baer Grp N47.2146.585CHF34.95 (75.02%)25.75%28.6134
EFG International N11.5411.35CHF8.51 (75.02%)26.09%117.4411
PSP Swiss Property N118.8118.80CHF89.13 (75.02%)24.92%11.2202

Reference data

ISIN CH1358046584
Security 135804658
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BAER + 5.00%
Coupon paymentguaranteed
Interest portion p.a.BAER
Premium portion p.a.5.000%
Coupon date14.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.08.2024
Payment day14.08.2024
First trading day14.08.2024
Last trading day07.08.2025
Final fixing day07.08.2025
Redemption date14.08.2025
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 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 marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.78%
Cash value of fixed income investment upon issue99.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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