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ZKB Autocallable Reverse Convertible on worst of
Chevron Corporation/Exxon Mobil Corp/TotalEnergies SE/Shell PLC

ISIN: CH1358055155 Security: 135805515 Symbol: n.a. Life cycle
gray-market

Bid Price 100.21%

Ask Price n.a.

Currency qUSD

Exchange ZKB

Volume 285'000.00

Volume n.a.

Date/time (realtime) 12.09.2024 05:45:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Chevron139.17136.26USD109.01 (80.00%)21.35%n.a.
Exxon Mobil A111.0598108.67USD86.94 (80.00%)21.55%n.a.
Total A60.9160.035EUR48.03 (80.00%)21.15%n.a.
Royal Dutch Shell A30.30530.005EUR24.00 (80.00%)20.79%n.a.

Reference data

ISIN CH1358055155
Security 135805515
Symbol n.a.
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)CVX + 8.39%
Coupon paymentguaranteed
Interest portion p.a.CVX
Premium portion p.a.8.385%
Coupon date18.09.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.09.2024
Payment day18.09.2024
First trading day18.09.2024
Last trading day13.09.2027
Final fixing day13.09.2027
Redemption date20.09.2027
Redemption typeCash Settlement
Early redemptionNo
Residual term1'095
Issue amount285'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 1.00%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.21%
Cash value of fixed income investment upon issue90.93%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.09.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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