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7.12% p.a. ZKB Autocallable Reverse Convertible, 19.08.2026 on worst of ABBN SE/PGHN SE/SLHN SE/HOLN SE
ABB Ltd/Partners Group Holding AG/Swiss Life Holding AG/Holcim Ltd

ISIN: CH1358048242 Security: 135804824 Symbol: n.a. Life cycle
gray-market

Bid Price 100.50%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 140'000.00

Volume n.a.

Date/time (realtime) 14.08.2024 05:45:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N46.4745.66CHF36.53 (80.00%)21.39%273.7626
Part Grp Hldg N1160.51'137.25CHF909.80 (80.00%)21.60%10.9914
Swiss Life N662.6654.60CHF523.68 (80.00%)20.97%19.0956
Holcim N76.8676.57CHF61.26 (80.00%)20.30%163.2493

Reference data

ISIN CH1358048242
Security 135804824
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)ABBN + 7.12%
Coupon paymentguaranteed
Interest portion p.a.ABBN
Premium portion p.a.7.116%
Coupon date19.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.08.2024
Payment day19.08.2024
First trading day19.08.2024
Last trading day12.08.2026
Final fixing day12.08.2026
Redemption date19.08.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term726
Issue amount140'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 10'000.00
Performance of underlying since issue 0.38%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

Legal parties

Issuer Zuercher 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 Return0.67%
Cash value of fixed income investment upon issue98.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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