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5.00% p.a. ZKB Autocallable Reverse Convertible, 27.08.2027 on worst of SCHP SE/LONN SE/CFR SE/SIKA SE
Schindler Holding AG/Lonza Group AG/Compagnie Financière Richemont SA/Sika AG

ISIN: CH1358049877 Security: 135804987 Symbol: Z09YGZ Life cycle
gray-market

Bid Price 99.64%

Ask Price 100.14%

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 23.08.2024 05:17:40

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Schindler Hldg PS235.8232.40CHF160.36 (69.00%)31.99%6.2361
Lonza Grp N559.4560.20CHF386.54 (69.00%)30.90%2.5871
Cie Fin Richemont N137.7135.30CHF93.36 (69.00%)32.23%10.7116
Sika N266.9260.70CHF179.88 (69.00%)32.65%5.5592

Reference data

ISIN CH1358049877
Security 135804987
Symbol Z09YGZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)SCHP + 5.00%
Coupon paymentguaranteed
Interest portion p.a.SCHP
Premium portion p.a.5.000%
Coupon date27.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.08.2024
Payment day27.08.2024
First trading day27.08.2024
Last trading day20.08.2027
Final fixing day20.08.2027
Redemption date27.08.2027
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term1'090
Issue amount2'000'000.00

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 -0.14%

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 Return0.62%
Cash value of fixed income investment upon issue98.18%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.08.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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