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ZKB Autocallable RC Defensive on worst of
Bayerische Motoren Werke AG/Volkswagen AG/Tesla Inc

ISIN: CH1358054992 Security: 135805499 Symbol: Z24BTZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency qn.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
BMW A94.0470.8499EUR35.43 (50.00%)62.91%n.a.
Volkswagen VA106.0589.8047EUR44.90 (50.00%)57.90%n.a.
Tesla Motors A478.055224.3919USD112.20 (50.00%)74.89%n.a.

Reference data

ISIN CH1358054992
Security 135805499
Symbol Z24BTZ
Currency qGBP
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)BMW + 9.50%
Coupon paymentguaranteed
Interest portion p.a.BMW
Premium portion p.a.9.500%
Coupon date17.03.2026
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.09.2024
Payment day17.09.2024
First trading day17.09.2024
Last trading day13.09.2027
Final fixing day13.09.2027
Redemption date17.09.2027
Redemption typephysical delivery or cash settlement
Early redemption10.12.2025
Residual term635
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot GBP 1'000.00
Performance of underlying since issue 18.76%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date17.09.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date10.12.2025
Redemption amount1'000.00

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