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ZKB Autocallable Reverse Convertible on worst of
ABB Ltd/Forbo Holding AG/SIG Combibloc Group AG

ISIN: CH1358053572 Security: 135805357 Symbol: n.a. Life cycle
gray-market

Bid Price 98.96%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 80'000.00

Volume n.a.

Date/time (realtime) 06.09.2024 05:45:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N45.1746.20CHF36.96 (80.00%)18.18%270.5628
Forbo Hldg N836857.50CHF686.00 (80.00%)17.94%14.5773
SIG Combibloc Grp N17.0117.185CHF13.75 (80.00%)19.18%727.3785

Reference data

ISIN CH1358053572
Security 135805357
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 10'000.00

Coupon

Coupon (Coupon p.a.)ABBN + 5.61%
Coupon paymentguaranteed
Interest portion p.a.ABBN
Premium portion p.a.5.608%
Coupon date15.09.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.09.2024
Payment day13.09.2024
First trading day13.09.2024
Last trading day07.09.2026
Final fixing day07.09.2026
Redemption date14.09.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term728
Issue amount80'000.00

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 -2.51%

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 Return0.60%
Cash value of fixed income investment upon issue98.81%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.09.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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